Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.
We consider the development of Bayesian Nonparametric methods for product partition models such as Hidden Markov Models and change point models. Our approach uses a Mixture of Dirichlet Process (MDP) model for the unknown sampling distribution (likelihood) for the observations arising in each state...
| Main Authors: | , , , |
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| Format: | Working paper |
| Language: | English |
| Published: |
Oxford-Man Institute of Quantitative Finance
2008
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