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Dataset for Clustering-Enhanced Stochastic Gradient MCMC for Hidden Markov Models with Rare States

The dataset used in the paper is a time series data with four latent states with transition matrix A and Gaussian emission densities.

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Cite this as

Rihui Ou, Alexander L Young, David B Dunson (2024). Dataset: Dataset for Clustering-Enhanced Stochastic Gradient MCMC for Hidden Markov Models with Rare States. https://doi.org/10.57702/gcghnpqh

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Additional Info

Field	Value
Created	December 3, 2024
Last update	December 3, 2024
Defined In	https://doi.org/10.48550/arXiv.1810.13431
Author	Rihui Ou
More Authors	Alexander L Young David B Dunson