Bayesian inference for Markov chains

DOI10.1239/JAP/1019737990MaRDI QIDQ3147419zbMATH OpenOpenAlexFDO

Authors Peter Eichelsbacher, Ayalvadi J. Ganesh

Publication date 5 November 2002

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1019737990

zbMATH Keywords

Bayesian inferencelarge deviationsMarkov chainsmoderate deviations

Mathematics Subject Classification ID

Large deviations (60F10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(7)

• Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
• On Evidential Markov Chains
• scientific article; zbMATH DE number 5770656 (Why is no real title available?)
• Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
• Extension of some large deviation results for posterior distributions
• A Bayesian Model for Markov Chains via Jeffrey's Prior
• How to estimate the rate function of a cumulative process

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