Bayesian inference for Markov chains ∗
نویسنده
چکیده
We consider the estimation of Markov transition matrices by Bayes’ methods. We obtain large and moderate deviation principles for the sequence of Bayesian posterior distributions. MSC 2000 subject classification: 60F10, 62M05
منابع مشابه
Inference of Markov Chain: AReview on Model Comparison, Bayesian Estimation and Rate of Entropy
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