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A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean
McGrory, C.A., (2009)
Bayesian Inference in Hidden Markov Models through Jump Markov Chain Monte Carlo.
Robert, C.P., (1999)
Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains
Robert, C.P., (1998)