| Boys, R.J., Henderson, D.A., Wilkinson, D.J.: Detecting Homogeneous Segments in DNA Sequences by Using Hidden Markov Models. Applied Statistics 49(2) (2000) 269 |
....samplers for large linear Gaussian systems with many latent variables is often extremely poor (Gelfand, Sahu, and Carlin 1995; Liu, Wong, and Kong 1994; Roberts and Sahu 1997; Hobert and Geyer 1998) making data augmentation an attractive alternative. See Chib (1996) Chib and Carlin (1999) and Boys, Henderson, and Wilkinson (2000) for examples of this approach in practice. 11 4.2 Marginal updating schemes Data augmentation schemes are easy to implement for linear Gaussian systems, but the resulting Markov chains can still be slow to mix if there are strong correlations between s and q. In such cases, a carefully ....
Boys, R. J., D. A. Henderson, and D. J. Wilkinson (2000). Detecting homogeneous segments in DNA sequences by using hidden Markov models. Journal of the Royal Statistical Society C:49(2), 269--285.
....as a starting point, efficient hybrid MCMC schemes with good mixing properties can be developed for very large linear stochastic systems. The relationship of these schemes with methods currently being used for the Bayesian analysis of state space (de Jong and Shephard 1995) and hiddenMarkov models (Boys, Henderson, and Wilkinson 2000) will be emphasised, and applica3 tions to other interesting models such as random effect (Gelfand, Sahu, and Carlin 1995) and Gaussian Markov Random Field (GMRF) models (Rue 2000) will be outlined. In the next section, blocking for Gaussian models is introduced. In section 2, methods for exact ....
....as presented in Figure 1. In the discrete context, such algorithms are used for filtering and simulation in HMMs, as discussed in MacDonald and Zucchini (1997) Note that HMM propagation schemes can sometimes work when the observations are not independent conditional on the latent structure; see Boys, Henderson, and Wilkinson (2000) for an example. In the Gaussian context, HMM propagation algorithms are used for Dynamic Linear Models (DLMs) sometimes known as state space models. Such models are examined in detail in West and Harrison (1997) to which the reader is referred for further discussion. In the homogeneous ....
Boys, R. J., D. A. Henderson, and D. J. Wilkinson (2000). Detecting homogeneous segments in DNA sequences by using hidden Markov models. Journal of the Royal Statistical Society C:49(2), 269--285.
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Boys, R.J., Henderson, D.A., Wilkinson, D.J.: Detecting Homogeneous Segments in DNA Sequences by Using Hidden Markov Models. Applied Statistics 49(2) (2000) 269
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