A Bayesian model for binary Markov chains (Q1774672)
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scientific article; zbMATH DE number 2168622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian model for binary Markov chains |
scientific article; zbMATH DE number 2168622 |
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A Bayesian model for binary Markov chains (English)
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18 May 2005
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Summary: This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC) techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.
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