Infinite hidden Markov models for cylindrical data
Methodology
2026-07-08 v1 Applications
Abstract
We propose an infinite hidden Markov model for cylindrical time series with von Mises-Gamma emissions. Posterior inference is performed using a beam sampler combining conjugate updates and approximate sampling schemes. Simulation studies and two real data applications demonstrate the effectiveness of the proposed methodology.
Cite
@article{arxiv.2607.07464,
title = {Infinite hidden Markov models for cylindrical data},
author = {Federico P. Cortese and Luca Rossini},
journal= {arXiv preprint arXiv:2607.07464},
year = {2026}
}