On multi-step MLE-process for Markov sequences

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

MLE-induced Likelihood for Markov Random Fields

Due to the intractable partition function, the exact likelihood function for a Markov random field (MRF), in many situations, can only be approximated. Major approximation approaches include pseudolikelihood [2] and Laplace approximation [33]. In this paper, we propose a novel way of approximating the likelihood function through first approximating the marginal likelihood functions of individua...

متن کامل

A Two-Step Markov Point Process

Existence and uniqueness are established for a translation-invariant Gibbs measure corresponding to a spatial point process that has, in addition to inhibition and clustering, the new feature of penalizing isolated points. It is shown that this point process has the so-called two-step Markov property, and a theorem is proved that characterizes the more general m-step Markov density functions. T...

متن کامل

Fast Finite Element Method Using Multi-Step Mesh Process

This paper introduces a new method for accelerating current sluggish FEM and improving memory demand in FEM problems with high node resolution or bulky structures. Like most of the numerical methods, FEM results to a matrix equation which normally has huge dimension. Breaking the main matrix equation into several smaller size matrices, the solving procedure can be accelerated. For implementing ...

متن کامل

Some Multi-step Coupling Constructions for Markov Chains

We describe some old and new methods for coupling the flow of a discrete time Markov chain, provided its transition function is known. Examples including Hastings-Metropolis and Gibbs samplers are given.

متن کامل

Exact MLE and asymptotic properties for nonparametric semi-Markov models

This article concerns maximum likelihood estimation for discrete time homogeneous nonparametric semi-Markov models with finite state space. In particular, we present the exact maximum likelihood estimator of the semi-Markov kernel which governs the evolution of the semi-Markov chain. We study its asymptotic properties in the following cases: (i) for one observed trajectory, when the length of t...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Metrika

سال: 2015

ISSN: 0026-1335,1435-926X

DOI: 10.1007/s00184-015-0574-4