most citedDivide-and-Conquer Bayesian Inference in Hidden Markov Models

4 citations · 4 across the 2 of their papers we have counts for

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2 papers

stat.ME2021★ 4 cited

Divide-and-Conquer Bayesian Inference in Hidden Markov Models

Chunlei Wang, Sanvesh Srivastava

Divide-and-conquer Bayesian methods consist of three steps: dividing the data into smaller computationally manageable subsets, running a sampling algorithm in parallel on all the s…

math.ST2021

Asymptotic Normality of the Posterior Distributions in a Class of Hidden Markov Models

Chunlei Wang, Sanvesh Srivastava

We show that the posterior distribution of parameters in a hidden Markov model with parametric emission distributions and discrete and known state space is asymptotically normal. T…