Journal of Computational and Graphical Statistics, Vol. 19, No. 2 (June 2010), pp. 260-280 (21 pages) We describe a strategy for Markov chain Monte Carlo analysis of nonlinear, non-Gaussian ...
Finite mixture models and hidden Markov models (HMMs) occupy central roles in modern statistical inference and data analysis. Finite mixture models assume that data originate from a latent combination ...