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Bayesian non‐parametric hidden Markov models with applications in genomics

Author

Listed:
  • C. Yau
  • O. Papaspiliopoulos
  • G. O. Roberts
  • C. Holmes

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  • C. Yau & O. Papaspiliopoulos & G. O. Roberts & C. Holmes, 2011. "Bayesian non‐parametric hidden Markov models with applications in genomics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(1), pages 37-57, January.
    • Handle: RePEc:bla:jorssb:v:73:y:2011:i:1:p:37-57
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    File URL: http://hdl.handle.net/10.1111/j.1467-9868.2010.00756.x
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    References listed on IDEAS

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    1. Omiros Papaspiliopoulos & Gareth O. Roberts, 2008. "Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models," Biometrika, Biometrika Trust, vol. 95(1), pages 169-186.
    2. Peter J. Green & Sylvia Richardson, 2001. "Modelling Heterogeneity With and Without the Dirichlet Process," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(2), pages 355-375, June.
    3. Teh, Yee Whye & Jordan, Michael I. & Beal, Matthew J. & Blei, David M., 2006. "Hierarchical Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1566-1581, December.
    4. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
    5. Guha, Subharup & Li, Yi & Neuberg, Donna, 2008. "Bayesian Hidden Markov Modeling of Array CGH Data," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 485-497, June.
    6. Kim, Chang-Jin, 1994. "Dynamic linear models with Markov-switching," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 1-22.
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    Citations

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    Cited by:

    1. Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013. "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 411-430.
    2. Laura Liu, 2018. "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series 2018-036, Board of Governors of the Federal Reserve System (U.S.).
    3. F. Bartolucci & A. Farcomeni & F. Pennoni, 2014. "Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 433-465, September.
    4. repec:dau:papers:123456789/13438 is not listed on IDEAS
    5. Chopin, Nicolas & Gadat, Sébastien & Guedj, Benjamin & Guyader, Arnaud & Vernet, Elodie, 2015. "On some recent advances in high dimensional Bayesian Statistics," TSE Working Papers 15-557, Toulouse School of Economics (TSE).
    6. Adam Persin & Ajay Jasr, 2016. "Twisting the Alive Particle Filter," Methodology and Computing in Applied Probability, Springer, vol. 18(2), pages 335-358, June.
    7. Raffaele Argiento & Matteo Ruggiero, 2018. "Computational challenges and temporal dependence in Bayesian nonparametric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(2), pages 231-238, June.
    8. Wang, Jiangzhou & Cui, Tingting & Zhu, Wensheng & Wang, Pengfei, 2023. "Covariate-modulated large-scale multiple testing under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
    9. Laura Liu, 2017. "Density Forecasts in Panel Models: A semiparametric Bayesian Perspective," PIER Working Paper Archive 17-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Apr 2017.
    10. Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012. "On the stick–breaking representation of normalized inverse Gaussian priors," DEM Working Papers Series 008, University of Pavia, Department of Economics and Management.
    11. Zheng, Jing & Yu, Dongjie & Zhu, Bin & Tong, Changqing, 2022. "Learning hidden Markov models with unknown number of states," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
    12. Boyuan Zhang, 2020. "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers 2007.02435, arXiv.org, revised Oct 2020.
    13. Liverani, Silvia & Hastie, David I. & Azizi, Lamiae & Papathomas, Michail & Richardson, Sylvia, 2015. "PReMiuM: An R Package for Profile Regression Mixture Models Using Dirichlet Processes," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 64(i07).
    14. Richard L. Warr & Travis B. Woodfield, 2020. "Bayesian nonparametric estimation of first passage distributions in semi‐Markov processes," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(2), pages 237-250, March.
    15. Xia, Ye-Mao & Tang, Nian-Sheng, 2019. "Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 132(C), pages 190-211.

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