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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…
stat.ME2024
A latent space model for multivariate count data time series analysis
Hardeep Kaur, Riccardo Rastelli
Motivated by a dataset of burglaries in Chicago, USA, we introduce a novel framework to analyze time series of count data combining common multivariate time series models with late…