Model diagnostic procedures for copula-based Markov chain models for statistical process control.
Xin-Wei HuangTakeshi EmuraPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- markov chain
- monte carlo simulation
- transition probabilities
- probabilistic model
- markov model
- statistical model
- linear model
- bayesian inference
- stochastic process
- experimental data
- markov process
- parameter estimation
- gibbs sampler
- markov models
- monte carlo method
- stationary distribution
- random fields
- mathematical models
- steady state
- mathematical model
- prior knowledge
- objective function
- neural network
- transition matrix
- finite state
- state space
- machine learning