Efficient Bayesian Estimation of Markov Model Transition Matrices With Given Stationary Distribution

Journal of Chemical Physics - United States
doi 10.1063/1.4801325
Full Text
Abstract

Available in full text

Date
Authors
Publisher

AIP Publishing

Related search

Nonparametric Estimation of the Stationary Density and the Transition Density of a Markov Chain

Stochastic Processes and their Applications
ModelingApplied MathematicsStatisticsProbabilitySimulation
2008English

Relative Entropy Between Markov Transition Rate Matrices

IEEE Transactions on Information Theory
Computer Science ApplicationsInformation SystemsLibraryInformation Sciences
1993English

Efficient Estimation of Bayesian VARMAs With Time-Varying Coefficients

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2017English

Bayesian Estimation With Gauss-Markov-Potts Priors in Optical Diffraction Tomography

2010English

Exact Bayesian Estimation in Constrained Triplet Markov Chains

2014English

Downturn Loss Given Default: Mixture Distribution Estimation

European Journal of Operational Research
Information SystemsSimulationManagement ScienceManagementComputer ScienceModelingOperations Research
2014English

Method for Analyzing Spike Patterns With Markov Transition Matrices and Kullback-Leibler Divergence

BMC Neuroscience
NeuroscienceCellularMolecular Neuroscience
2013English

A Stochastic Method for Bayesian Estimation of Hidden Markov Random Field Models With Application to a Color Model

IEEE Transactions on Image Processing
Computer GraphicsComputer-Aided DesignSoftware
2005English

Efficient Parametric Yield Estimation of Analog/Mixed-Signal Circuits via Bayesian Model Fusion

2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy