MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood.
Kjartan Kloster OsmundsenTore Selland KleppeAtle OglendPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- gibbs sampling
- markov chain monte carlo
- markov chain
- parameter estimation
- gibbs sampler
- monte carlo
- approximate inference
- topic models
- prior knowledge
- maximum likelihood
- probabilistic model
- generative model
- posterior probability
- posterior distribution
- em algorithm
- expectation maximization
- latent dirichlet allocation
- incomplete data