Statistical Methods in Markov Chains

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود 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

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...

متن کامل

Restricted additive Schwarz methods for Markov chains

The Restricted Additive Schwarz (RAS) method is adapted to the problem of computing the stationary probability distribution vector of large, sparse, irreducible stochastic matrices. Inexact and two-level variants are also considered, as well as acceleration by Krylov subspace methods. The convergence properties are analyzed and extensive numerical experiments aimed at assessing the effect of va...

متن کامل

Fast multilevel methods for Markov chains

This paper describes multilevel methods for the calculation of the stationary probability vector of large, sparse, irreducible Markov chains. In particular, several recently proposed significant improvements to the multilevel aggregation method of Horton and Leutenegger are described and compared. Furthermore, we propose a very simple improvement of that method using an over-correction mechanis...

متن کامل

Coupling methods for random topological Markov chains

We apply coupling techniques in order to prove that the transfer operators associated with random topological Markov chains and non-stationary shift spaces with the big images and preimages property have a spectral gap.

متن کامل

Autonomous Solution Methods for Large Markov Chains

One of the roadblocks to greater application of Markov chains is that non-numerically sophisticated users possess the detailed domain knowledge needed to construct a large Markov chain but may have a difficult time deciding which numerical solution method might be best suited to their applications. A realistic Markov chain model can easily contain hundreds of thousands of states, yet users may ...

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: The Annals of Mathematical Statistics

سال: 1961

ISSN: 0003-4851

DOI: 10.1214/aoms/1177705136