Finite mixture models and hidden Markov models (HMMs) occupy central roles in modern statistical inference and data analysis. Finite mixture models assume that data originate from a latent combination ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 62, No. 1 (2000), pp. 57-75 (19 pages) Hidden Markov models form an extension of mixture models which provides a ...
Suppose that a heterogeneous group of individuals is followed over time and that each individual can be in state 0 or state 1 at each time point. The sequence of states is assumed to follow a binary ...