An infinite hidden Markov model with von Mises-Gamma emissions is proposed for cylindrical time series, with inference via a beam sampler combining conjugate and approximate updates.
Regime switching models for circular and linear time series
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Infinite hidden Markov models for cylindrical data
An infinite hidden Markov model with von Mises-Gamma emissions is proposed for cylindrical time series, with inference via a beam sampler combining conjugate and approximate updates.