Francesco Bartolucci

On a class of finite mixture models that includes hidden Markov models

2025 · Journal of Multivariate Analysis

In the context of longitudinal data, we introduce a class of finite mixture (FM) models that generalizes that of hidden Markov (HM) models, and derive conditions under which the two classes are equivalent. On the …

Bayesian inference for spatio-temporal hidden Markov models using the exchange algorithm

2025 · arXiv (Cornell University)

Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with pseudo-distributions, which could affect …