The sensitivity to the specification of the prior in a hidden Markov model describing homogeneous segments of DNA sequences is considered. An intron from the chimpanzee [alpha]-fetoprotein gene, which plays an important role in embryonic development in mammals, is analysed. Three main aims are...

Modern technology now has the ability to generate large datasets over space and time. Such data typically exhibit high autocorrelations over all dimensions. The field trial data motivating the methods of this paper were collected to examine the behaviour of traditional cropping and to determine...

A Bayesian Markov chain Monte Carlo methodology is developed for the estimation of multivariate linear Gaussian state space models. In particular, an efficient simulation smoothing algorithm is proposed that makes use of the univariate representation of the state space model. Substantial gains...