Detecting change-points in Markov chains.
Alan M. PolanskyPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- markov chain
- steady state
- transition probabilities
- markov process
- finite state
- monte carlo
- state space
- markov model
- stationary distribution
- stochastic process
- markov processes
- random walk
- monte carlo simulation
- data points
- transition matrix
- monte carlo method
- random numbers
- assemble to order systems
- objective function