Bayesian Detection of Changepoints in Finite-State Markov Chains for Multiple Sequences.
Petter ArnesenTracy HolsclawPadhraic SmythPublished in: Technometrics (2016)
Keyphrases
- finite state
- markov chain
- steady state
- transition probabilities
- random walk
- markov decision processes
- monte carlo
- stationary distribution
- stochastic process
- markov model
- state space
- markov process
- markov chain monte carlo
- transition matrix
- markov processes
- average cost
- hidden markov models
- maximum likelihood
- continuous state
- bayesian networks
- bayesian learning
- maximum entropy