A Bayesian model for binary Markov chains
type: Item
instance of: scholarly article
title: A Bayesian model for binary Markov chains
zbMATH Open document ID: 1075.62073
DOI: 10.1155/S0161171204202319
author: Souad Assoudou
author: Belkheir Essebbar
published in: International Journal of Mathematics and Mathematical Sciences
publication date: 2005-05-18T00:00:00Z
full work available at URL: https://eudml.org/doc/51800
review text: Summary: This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC) techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 2168622
MaRDI profile type: Publication
OpenAlex ID: W2152216310
description: scientific article; zbMATH DE number 2168622