Information geometry approach to parameter estimation in Markov chains (Q309718): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1401.3814 / rank
 
Normal rank
Property / cites work
 
Property / cites work: $\alpha$-Divergence Is Unique, Belonging to Both $f$-Divergence and Bregman Divergence Classes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4527387 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3811501 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4821526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Derivative-Free Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4391441 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5822308 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional exponential families and a representation theorem for asymptotic inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-length analysis on tail probability for Markov chain and application to simple hypothesis testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Inference for Markovian Exponential Families with Application to Branching Processes with Immigration / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Markov chain central limit theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Curvature, concentration and error estimates for Markov chain Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3262596 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral theory and limit theorems for geometrically ergodic Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On exponential families of Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonasymptotic bounds on the estimation error of MCMC algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rigorous confidence bounds for MCMC under a geometric drift condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parallel distributed block coordinate descent methods based on pairwise comparison oracle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability and Computing / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the converse theorem in statistical hypothesis testing for Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations, hypotheses testing, and source coding for finite Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simplex Method for Function Minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fixed Precision MCMC Estimation by Median of Products of Averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum Monte-Carlo sampling using Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit error bounds for lazy reversible Markov chain Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error bounds for computing the expectation by Markov chain Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit limit results for minimal sufficient statistics and maximum likelihood estimators in some Markov processes: Exponential families approach / rank
 
Normal rank

Latest revision as of 13:48, 12 July 2024

scientific article
Language Label Description Also known as
English
Information geometry approach to parameter estimation in Markov chains
scientific article

    Statements

    Information geometry approach to parameter estimation in Markov chains (English)
    0 references
    0 references
    0 references
    7 September 2016
    0 references
    exponential family
    0 references
    natural parameter
    0 references
    expectation parameter
    0 references
    relative entropy
    0 references
    Fisher information matrix
    0 references
    asymptotic efficient estimator
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers