EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective

Tobias Rydén

doi:10.1214/08-ba326

EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective

Bayesian Analysis ◽

10.1214/08-ba326 ◽

2008 ◽

Vol 3 (4) ◽

pp. 659-688 ◽

Cited By ~ 55

Author(s):

Tobias Rydén

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Computational Perspective

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Detecting Recombination in 4-Taxa DNA Sequence Alignments with Bayesian Hidden Markov Models and Markov Chain Monte Carlo

Molecular Biology and Evolution ◽

10.1093/molbev/msg039 ◽

2003 ◽

Vol 20 (3) ◽

pp. 315-337 ◽

Cited By ~ 36

Author(s):

D. Husmeier

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Dna Sequence ◽

Markov Models ◽

Hidden Markov ◽

Sequence Alignments

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Markov chain Monte Carlo simulation for Bayesian Hidden Markov Models

10.1063/1.4966059 ◽

2016 ◽

Author(s):

Lay Guat Chan ◽

Adriana Irawati Nur Binti Ibrahim

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov

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REVERSIBLE JUMP MARKOV CHAIN MONTE CARLO METHODS AND SEGMENTATION ALGORITHMS IN HIDDEN MARKOV MODELS

Australian & New Zealand Journal of Statistics ◽

10.1111/j.1467-842x.2010.00571.x ◽

2010 ◽

Vol 52 (2) ◽

pp. 151-166 ◽

Cited By ~ 3

Author(s):

R. Paroli ◽

L. Spezia

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Monte Carlo Methods ◽

Markov Models ◽

Hidden Markov ◽

Reversible Jump ◽

Segmentation Algorithms

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Efficient Markov chain Monte Carlo sampling for hierarchical hidden Markov models

Environmental and Ecological Statistics ◽

10.1007/s10651-016-0353-z ◽

2016 ◽

Vol 23 (4) ◽

pp. 549-564 ◽

Cited By ~ 16

Author(s):

Daniel Turek ◽

Perry de Valpine ◽

Christopher J. Paciorek

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Monte Carlo Sampling ◽

Hierarchical Hidden Markov Models

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Model selection for hidden Markov models of ion channel data by reversible jump Markov chain Monte Carlo

Bernoulli ◽

10.3150/bj/1065444810 ◽

2003 ◽

Vol 9 (3) ◽

pp. 373-393 ◽

Cited By ~ 3

Author(s):

Mathisca C.M. De Gunst ◽

Barry Schouten

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Ion Channel ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Reversible Jump ◽

Selection For

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Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/1467-9868.00219 ◽

2000 ◽

Vol 62 (1) ◽

pp. 57-75 ◽

Cited By ~ 128

Author(s):

C. P. Robert ◽

T. Ryden ◽

D. M. Titterington

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Monte Carlo Method ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Reversible Jump

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Markov Chain Models and Hidden Markov Models

Data Mining ◽

10.1201/b15288-19 ◽

2013 ◽

pp. 287-305

Author(s):

Nong Ye

Keyword(s):

Markov Chain ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Markov Chain Models

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Monte Carlo Expectation Maximization with Hidden Markov Models to Detect Functional Networks in Resting-State fMRI

Machine Learning in Medical Imaging - Lecture Notes in Computer Science ◽

10.1007/978-3-642-24319-6_8 ◽

2011 ◽

pp. 59-66 ◽

Cited By ~ 2

Author(s):

Wei Liu ◽

Suyash P. Awate ◽

Jeffrey S. Anderson ◽

Deborah Yurgelun-Todd ◽

P. Thomas Fletcher

Keyword(s):

Monte Carlo ◽

Hidden Markov Models ◽

Expectation Maximization ◽

Resting State ◽

Markov Models ◽

Hidden Markov ◽

Resting State Fmri ◽

Functional Networks ◽

Monte Carlo Expectation Maximization

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Markov chain existence and Hidden Markov models in spectrum sensing

10.1109/percom.2009.4912868 ◽

2009 ◽

Cited By ~ 75

Author(s):

Chittabrata Ghosh ◽

Carlos Cordeiro ◽

Dharma P. Agrawal ◽

M. Bhaskara Rao

Keyword(s):

Markov Chain ◽

Hidden Markov Models ◽

Spectrum Sensing ◽

Markov Models ◽

Hidden Markov

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Sequential monte carlo methods for filtering and smoothing in hidden markov models

IEEE Workshop on Statistical Signal Processing, 2003 ◽

10.1109/ssp.2003.1289518 ◽

2004 ◽

Author(s):

Yuguo Chen ◽

Tze Leung Lai

Keyword(s):

Monte Carlo ◽

Hidden Markov Models ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

Markov Models ◽

Hidden Markov ◽

Sequential Monte Carlo Methods

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