南方科技大学知识苑(SUSTech KC): Bayesian Analysis of Semiparametric Hidden Markov Models With Latent Variables

题名	Bayesian Analysis of Semiparametric Hidden Markov Models With Latent Variables
作者	Song, Xinyuan 1; Kang, Kai 1; Ouyang, Ming 1; Jiang, Xuejun2 ; Cai, Jingheng 3
通讯作者	Cai, Jingheng
发表日期	2018
DOI	10.1080/10705511.2017.1364968
发表期刊	STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL 影响因子和分区
ISSN	1070-5511
EISSN	1532-8007
卷号	25 期号:1页码:1-20
摘要	In psychological, social, behavioral, and medical studies, hidden Markov models (HMMs) have been extensively applied to the simultaneous modeling of heterogeneous observation and hidden transition in the analysis of longitudinal data. However, the majority of the existing HMMs are developed in a parametric framework without latent variables. This study considers a novel semiparametric HMM, which comprises a semiparametric latent variable model to investigate the complex interrelationships among latent variables and a nonparametric transition model to examine the linear and nonlinear effects of potential predictors on hidden transition. The Bayesian P-splines approach and Markov chain Monte Carlo methods are developed to estimate the unknown, a Bayesian model comparison statistic, is employed to conduct model comparison. The empirical performance of the proposed methodology is evaluated through simulation studies. An application to a data set derived from the National Longitudinal Survey of Youth is presented.
关键词	Bayesian P-splines hidden Markov models MCMC methods semiparametric models
相关链接	[来源记录]
收录类别	SCI ; EI ; SSCI
语种	英语
学校署名	其他
资助项目	NSFC from Guangdong Province[2016A030313856]
WOS研究方向	Mathematics ; Mathematical Methods In Social Sciences
WOS类目	Mathematics, Interdisciplinary Applications ; Social Sciences, Mathematical Methods
WOS记录号	WOS:000428719400001
出版者	ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
EI入藏号	20174004228040
EI主题词	Bayesian networks ; Equivalence classes ; Monte Carlo methods
EI分类号	Combinatorial Mathematics, Includes Graph Theory, Set Theory:921.4 ; Statistical Methods:922 ; Mathematical Statistics:922.2
ESI学科分类	SOCIAL SCIENCES, GENERAL
来源库	Web of Science
引用统计	被引频次[WOS]：6
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/28217
专题	南方科技大学理学院_统计与数据科学系
作者单位	1.Chinese Univ Hong Kong, Hong Kong, Hong Kong, Peoples R China 2.Southern Univ Sci & Technol China, Shenzhen, Peoples R China 3.Sun Yat Sen Univ, Guangzhou, Guangdong, Peoples R China
推荐引用方式 GB/T 7714	Song, Xinyuan,Kang, Kai,Ouyang, Ming,et al. Bayesian Analysis of Semiparametric Hidden Markov Models With Latent Variables[J]. STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL,2018,25(1):1-20.
APA	Song, Xinyuan,Kang, Kai,Ouyang, Ming,Jiang, Xuejun,&Cai, Jingheng.(2018).Bayesian Analysis of Semiparametric Hidden Markov Models With Latent Variables.STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL,25(1),1-20.
MLA	Song, Xinyuan,et al."Bayesian Analysis of Semiparametric Hidden Markov Models With Latent Variables".STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL 25.1(2018):1-20.