Markov models for digraph panel data: Monte Carlo-based derivative estimation.
Michael SchweinbergerTom A. B. SnijdersPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- monte carlo
- markov models
- importance sampling
- markov model
- monte carlo simulation
- panel data
- markov chain
- maximum entropy
- higher order
- hidden markov models
- conditional random fields
- monte carlo tree search
- particle filter
- expectation maximization
- graphical models
- state space
- active learning
- stock returns
- machine learning