International Society for Bayesian Analysis

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  • White Papers // Nov 2009

    Markov Switching Dirichlet Process Mixture Regression

    Markov switching models can be used to study heterogeneous populations that are observed over time. This paper explores modeling the group characteristics nonparametrically, under both homogeneous and nonhomogeneous Markov switching for group probabilities. The model formulation involves a finite mixture of conditionally independent Dirichlet process mixtures, with a Markov chain...

    Provided By International Society for Bayesian Analysis

  • White Papers // Nov 2009

    Markov Switching Dirichlet Process Mixture Regression

    Markov switching models can be used to study heterogeneous populations that are observed over time. This paper explores modeling the group characteristics nonparametrically, under both homogeneous and nonhomogeneous Markov switching for group probabilities. The model formulation involves a finite mixture of conditionally independent Dirichlet process mixtures, with a Markov chain...

    Provided By International Society for Bayesian Analysis