Trans-Dimensional Markov Chains and their Applications in Statistics.
Stephen P. BrooksPublished in: COMPSTAT (2002)
Keyphrases
- markov chain
- confidence intervals
- steady state
- transition probabilities
- finite state
- state space
- random walk
- stochastic process
- markov process
- monte carlo
- monte carlo simulation
- markov model
- stationary distribution
- monte carlo method
- markov processes
- sample path
- probabilistic automata
- non stationary
- transition matrix
- least squares