Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models.
Matthew HeinerAthanasios KottasPublished in: J. Comput. Graph. Stat. (2022)
Keyphrases
- high order
- markov chain
- transition probabilities
- monte carlo simulation
- markov models
- higher order
- low order
- steady state
- stochastic process
- markov model
- bayesian logistic regression
- finite state
- gaussian distribution
- stationary distribution
- markov chain monte carlo
- state space
- mixture model
- lower order
- pairwise
- probabilistic model
- markov random field
- model selection
- random walk
- parameter estimation
- markov process
- transition matrix
- bayesian networks
- confidence intervals
- probability distribution
- search space
- service times
- image processing
- search algorithm
- probabilistic automata