Differentiated uniformization: A new method for inferring Markov chains on combinatorial state spaces including stochastic epidemic models.
Kevin RuppRudolf SchillJonas SüskindPeter GeorgMaren KleverAndreas LöschLars GrasedyckTilo WettigRainer SpangPublished in: CoRR (2021)
Keyphrases
- markov chain
- monte carlo simulation
- monte carlo method
- transition matrix
- stochastic process
- state space
- statistical model
- markov model
- steady state
- dynamic programming
- markov processes
- transition probabilities
- probabilistic automata
- monte carlo
- random walk
- model selection
- probabilistic model
- gibbs sampling
- non stationary
- parameter estimation
- sample path