2 papers
stat.ME2026
Generalized Infinite Hidden Markov Models
Giuseppe Mignemi, Daniele Tancini, Francesco Bartolucci
We introduce a flexible Bayesian nonparametric hidden Markov model for longitudinal data based on the hidden hierarchical Dirichlet process. Unlike the classical infinite hidden Ma…
stat.ME2025
Bayesian inference for spatio-temporal hidden Markov models using the exchange algorithm
Daniele Tancini, Riccardo Rastelli, Francesco Bartolucci
Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, thes…