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Marginal Likelihood Computation for Hidden Markov Models via Generalized Two-Filter Smoothing
MarginalLikelihood Sequential MonteCarlo Generalized Two-Filter Smoothing
2012/11/21
In this note we introduce an estimate for the marginal likelihood associated to hidden Markov models (HMMs) using sequential Monte Carlo (SMC) approximations of the generalized two-filter smoothing de...
Finite mixture models with predictive recursion marginal likelihood
Density estimation Dirichlet distribution mixture com-plexity
2011/7/6
Estimation of finite mixture models when the mixing distribution support is unknown is an important and challenging problem. In this paper, a new approach is given based on the recently proposed predi...
Semiparametric inference in mixture models with predictive recursion marginal likelihood
Density estimation Dirichlet process mixture empirical Bayes filtering algorithm
2011/7/5
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm...
An asymptotic approximation of the marginal likelihood for general Markov models
BIC marginal likelihood singular models tree models Bayesian
2011/1/18
The standard Bayesian Information Criterion (BIC) is derived under regularity conditions which are not always satis ed by the graphical models with hidden variables.
An asymptotic approximation of the marginal likelihood for general Markov models
Statistics Theory (math.ST)
2010/12/17
The standard Bayesian Information Criterion (BIC) is derived under regularity conditions which are not always satisfied by the graphical models with hidden variables.
An alternative marginal likelihood estimator for phylogenetic models
Bayes factor harmonic mean importance sampling marginal likelihood phylogenetic models
2010/3/9
Bayesian phylogenetic methods are generating noticeable enthusiasm in
the eld of molecular systematics. Several phylogenetic models are often at
stake and di erent approaches are used to compare th...