Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be efficiently simulated, Bayesian inference is still possible thanks...

The system equation of a hidden Markov model is rewritten to label the components by order of appearance, and to make explicit the random behaviour of the number of components, "m"_"t". We argue that this reformulation is often a good way to achieve identifiability, as it facilitates the...