• Corpus ID: 61664940

Nonparametric Bayesian Approaches to Non-homogeneous Hidden Markov Models

@article{Sarkar2012NonparametricBA,
  title={Nonparametric Bayesian Approaches to Non-homogeneous Hidden Markov Models},
  author={Abhra Sarkar and Anindya Bhadra and Bani K. Mallick},
  journal={arXiv: Methodology},
  year={2012}
}
In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking processes. Computation is carried out using auxiliary variable representation of the model which enable us to perform exact MCMC sampling from the posterior. Furthermore, the model is extended to the situation when the predictors can simultaneously in influence… 

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