A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains.
D. G. ChenYuhlong LioPublished in: Commun. Stat. Simul. Comput. (2009)
Keyphrases
- high order
- markov chain
- monte carlo simulation
- low order
- transition probabilities
- bayesian logistic regression
- higher order
- stationary distribution
- markov model
- lower order
- markov processes
- probabilistic model
- statistical model
- pairwise
- markov process
- stochastic process
- maximum likelihood
- gaussian distribution
- generative model
- steady state
- monte carlo method
- monte carlo
- tensor decomposition
- transition matrix
- non stationary