Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method.
Luigi SpeziaPublished in: Comput. Stat. Data Anal. (2020)
Keyphrases
- hidden markov models
- variable selection
- monte carlo method
- bayesian learning
- posterior distribution
- model selection
- cross validation
- hyperparameters
- markov chain
- monte carlo
- parameter estimation
- high dimensional
- probability distribution
- posterior probability
- conditional random fields
- bayesian framework
- latent variables
- markov chain monte carlo
- bayesian networks
- maximum likelihood estimation
- high dimensional data
- regression model
- gaussian process
- genetic algorithm
- gaussian processes
- training set
- training data
- learning machines
- maximum likelihood
- bayesian inference
- gaussian distribution
- machine learning