منابع مشابه
Empirical Bayes Estimation in Nonstationary Markov chains
Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...
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Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π1, is used to estimate an expectation with respect to another, π. The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asym...
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We consider the analysis of sets of categorical sequences consisting of piecewise homogeneous Markov segments. The sequences are assumed to be governed by a common underlying process with segments occurring in the same order for each sequence. Segments are defined by a set of unobserved changepoints where the positions and number of changepoints can vary from sequence to sequence. We propose a ...
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The restoration of a hidden process X from an observed process Y is often performed in the framework of hidden Markov chains (HMC). HMC have been recently generalized to triplet Markov chains (TMC). In the TMC model one introduces a third random chain U and assumes that the triplet T = (X,U, Y ) is a Markov chain (MC). TMC generalize HMC but still enable the development of efficient Bayesian al...
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This paper is concerned with the verification of finite Markov chains against parametrized LTL (pLTL) formulas. In pLTL, the untilmodality is equipped with a bound that contains variables; e.g., ♦6x φ asserts that φ holds within x time steps, where x is a variable on natural numbers. The central problem studied in this paper is to determine the set of parameter valuations V≺p(φ) for which the p...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1977
ISSN: 0047-259X
DOI: 10.1016/0047-259x(77)90070-7