Geometric ergodicity of Rao and Teh's algorithm for Markov jump processes and CTBNs
From MaRDI portal
Publication:1684152
DOI10.1214/17-EJS1348zbMath1386.65045arXiv1606.08160OpenAlexW2962870070WikidataQ96748966 ScholiaQ96748966MaRDI QIDQ1684152
Błażej Miasojedow, Wojciech Niemiro
Publication date: 8 December 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.08160
hidden Markov modelscontinuous time Markov processesgeometric ergodicityMCMCdrift conditionposterior samplingsmall setcontinuous-time Bayesian network (CTBN)
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
This page was built for publication: Geometric ergodicity of Rao and Teh's algorithm for Markov jump processes and CTBNs
