Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one (Q2143292)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one |
scientific article |
Statements
Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one (English)
0 references
31 May 2022
0 references
Markov chain
0 references
reversibility
0 references
detailed balance
0 references
likelihood
0 references
numerical optimization
0 references
parametric bootstrap
0 references
