Perfect sampling for nonhomogeneous Markov chains and hidden Markov models

DOI10.1214/15-AAP1169zbMath1353.60067arXiv1410.4462OpenAlexW2963884533MaRDI QIDQ350708

Nick Whiteley, Anthony J. T. Lee

Publication date: 9 December 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.4462

zbMATH Keywords

hidden Markov modelscouplingnonhomogeneous Markov chainsperfect simulationconditional ergodicity

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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Approximations of non-homogeneous Markov chains on abstract states spaces

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