Covariate-modulated rectangular latent Markov models with an unknown number of regime profiles

IF 1.2 4区数学 Q2 STATISTICS & PROBABILITY

Statistical Modelling Pub Date : 2022-11-16 DOI:10.1177/1471082x221127732

Alfonso Russo, Alessio Farcomeni, Maria Grazia Pittau, Roberto Zelli

引用次数: 0

Abstract

We derive a multivariate latent Markov model with number of latent states that can possibly change at each time point. We model both the manifest and latent distributions conditionally on explanato...

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具有未知数量的状态曲线的协变量调制的矩形潜马尔可夫模型

我们推导了一个多元潜马尔可夫模型，该模型具有在每个时间点可能发生变化的潜状态数。我们有条件地对显性分布和潜在分布进行建模。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistical Modelling 数学-统计学与概率论

CiteScore

2.20

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： The primary aim of the journal is to publish original and high-quality articles that recognize statistical modelling as the general framework for the application of statistical ideas. Submissions must reflect important developments, extensions, and applications in statistical modelling. The journal also encourages submissions that describe scientifically interesting, complex or novel statistical modelling aspects from a wide diversity of disciplines, and submissions that embrace the diversity of applied statistical modelling.