Exact Bayesian Inference for Discretely Observed Markov Jump Processes Using Finite Rate Matrices

DOI10.1080/10618600.2022.2093886arXiv2001.02168OpenAlexW2998952331WikidataQ114099324 ScholiaQ114099324MaRDI QIDQ6047112

Chris Sherlock, Andrew Golightly

Publication date: 9 October 2023

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.02168

zbMATH Keywords

continuous-time Markov chainMCMCcorrelated pseudo-marginalcoffin state

Mathematics Subject Classification ID

Statistics (62-XX)

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