Bayesian analysis of variable-order, reversible Markov chains

DOI10.1214/10-AOS857zbMath1215.62083arXiv1105.2640OpenAlexW2045419873MaRDI QIDQ548538

Sergio Bacallado

Publication date: 29 June 2011

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

Full work available at URL: https://arxiv.org/abs/1105.2640

zbMATH Keywords

reinforced random walksreversibilityconjugate priorsvariable-order Markov chains

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Applications of graph theory (05C90) Sums of independent random variables; random walks (60G50) Markov processes: hypothesis testing (62M02)

Related Items (12)

Sparse Markov Chains for Sequence Data ⋮ Bayesian nonparametric analysis of reversible Markov chains ⋮ Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models ⋮ Stratified graphical models -- context-specific independence in graphical models ⋮ Scaling limit of linearly edge-reinforced random walks on critical Galton-Watson trees ⋮ Spin systems with hyperbolic symmetry: a survey ⋮ Predictive construction of priors in Bayesian nonparametrics ⋮ Bayesian analysis of variable-order, reversible Markov chains ⋮ Context-Specific and Local Independence in Markovian Dependence Structures ⋮ Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model ⋮ Exact Goodness‐of‐Fit Tests for Markov Chains ⋮ Another conversation with Persi Diaconis

Cites Work

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• Bayesian analysis of variable-order, reversible Markov chains
• W. E. Johnson's sufficientness postulate
• De Finetti's theorem for Markov chains
• Circuit processes
• How edge-reinforced random walk arises naturally
• Model selection for variable length Markov chains and tuning the context algorithm
• Variable length Markov chains
• Bayesian analysis for reversible Markov chains
• A universal data compression system
• A universal finite memory source
• Bayes Factors

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