Covariance chains

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Covariance chains

NANNY WERMUTH , D.R . COX and GIOVANNI M. MARCHETTI 3 Mathematical Statistics, Chalmers/Gothenburg University, Chalmers tvärgata 3, 41296 Göteborg, Sweden. E-mail: [email protected] Nuffield College, Oxford OX1 1NF, UK. E-mail: [email protected] Dipartimento di Statistica, Università degli Studi di Firenze ‘Giuseppe Parenti’, Viale Morgagni 59, Italy. E-mail: Giovanni.marchetti@u...

متن کامل

Covariance Ordering for Discrete and Continuous Time Markov Chains

The covariance ordering, for discrete and continuous time Markov chains, is defined and studied. This partial ordering gives a necessary and sufficient condition for MCMC estimators to have small asymptotic variance. Connections between this ordering, eigenvalues, and suprema of the spectrum of the Markov transition kernel, are provided. A representation of the asymptotic variance of MCMC estim...

متن کامل

Visualization of Covariance and Cross-covariance Fields

We present a numerical technique to visualize covariance and cross-covariance fields of a stochastic simulation. The method is local in the sense that it demonstrates the covariance structure of the solution at a point with its neighboring locations. When coupled with an efficient stochastic simulation solver, our framework allows one to effectively concurrently visualize both the mean and (cro...

متن کامل

Covariance systems

We introduce new definitions of states and of representations of covariance systems. The GNS-construction is generalized to this context. It associates a representation with each state of the covariance system. Next, states are extended to states of an appropriate covariance algebra. Two applications are given. We describe a nonrelativistic quantum particle, and we give a simple description of ...

متن کامل

Covariance Fields

We introduce and study covariance fields of distributions on a Riemannian manifold. At each point on the manifold, covariance is defined to be a symmetric and positive definite (2,0)-tensor. Its product with the metric tensor specifies a linear operator on the respected tangent space. Collectively, these operators form a covariance operator field. We show that, in most circumstances, covariance...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Bernoulli

سال: 2006

ISSN: 1350-7265

DOI: 10.3150/bj/1161614949