Estimating discrete Markov models from various incomplete data schemes

DOI10.1016/j.csda.2012.02.027zbMath1255.62230arXiv1009.1216OpenAlexW2025118306MaRDI QIDQ1927036

Nicolas Bousquet, Alberto Pasanisi, Shuai Fu

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.1216

zbMATH Keywords

Markov modelsadaptive MCMCmissing dataBayesian inferenceindustrial reliabilityGaussian copulas

Mathematics Subject Classification ID

Related Items (3)

Hierarchical Bayesian LASSO for a negative binomial regression ⋮ A Bayesian Approach in Estimating Transition Probabilities of a Discrete-time Markov Chain for Ignorable Intermittent Missing Data ⋮ Learning hidden Markov models from aggregate observations

Uses Software

• AMCMC
• Grapham
• BayesDA

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