Ontology highlight
ABSTRACT:
SUBMITTER: Hadj-Amar B
PROVIDER: S-EPMC7611772 | biostudies-literature | 2021 Sep
REPOSITORIES: biostudies-literature

Hadj-Amar Beniamino B Finkenstädt Bärbel B Fiecas Mark M Huckstepp Robert R
The annals of applied statistics 20210901 3
We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic regime. The number of states is unknown along with the relevant periodicities, the role and number of which may vary across states. We address this inference problem by a Bayesian nonparametric hidden Markov model assuming a sticky hierarchical Dirichlet process for the switching dynamics between different states while th ...[more]