Bootstrap confidence intervals for conditional density function in Markov processes.
Inés BarbeitoRicardo CaoDimitris PolitisPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- confidence intervals
- markov processes
- density function
- markov chain
- markov process
- conditional probabilities
- probability density function
- mean shift
- roc curve
- steady state
- density estimation
- monte carlo
- sample size
- stochastic processes
- random fields
- state space
- stationary distribution
- particle filtering
- bayesian networks
- probabilistic model
- machine learning
- test set
- data mining
- probability distribution
- clustering algorithm
- search space
- prior knowledge
- data sets
- low dimensional