Bayesian test of homogeneity for Markov chains

DOI10.1016/S0167-7152(96)00047-8zbMath1003.62533MaRDI QIDQ1359741

Jérôme A. Dupuis

Publication date: 23 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

entropylongitudinal datahomogeneityproximityKullback-Leibler distance

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: hypothesis testing (62M02)

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Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• I-divergence geometry of probability distributions and minimization problems
• Bayes factors for nonlinear hypotheses and likelihood distributions
• Conditional Log-Linear Models for Analyzing Categorical Panel Data
• Certain Inequalities in Information Theory and the Cramer-Rao Inequality
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