Bayesian Spline-Based Hidden Markov Models with Applications to Actimetry Data and Sleep Analysis
贝叶斯样条隐马尔可夫模型及其活动与睡眠分析应用
B-spline-based hidden Markov models employ B-splines to specify the emission distributions, offering a more flexible modelling approach to data than conventional parametric HMMs. We introduce a Bayesian framework for inference, enabling the simultaneous estimation of all unknown model parameters including the number of states. A parsimonious knot configuration of the B-splines is identified by the use of a trans-dimensional Markov chain sampling algorithm, while model…