Estimation in reversible Markov chains

DOI10.1198/TAST.2010.09083MaRDI QIDQ3160913zbMATH OpenOpenAlexFDO

Authors David H. Annis, Peter C. Kiessler, Tara L. Steuber, Robert Lund

Publication date 11 October 2010

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/tast.2010.09083

zbMATH Keywords

asymptotic variancereversibilitytransition probability estimation

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(18)

• On time-reversibility and estimating functions for Markov processes
• Transition probability estimates for reversible Markov chains
• Information geometry of reversible Markov chains
• Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one
• On kernel estimators of density for reversible Markov chains
• Forward and reverse representations for Markov chains
• Bayesian analysis for reversible Markov chains
• Time reversibility of stationary regular finite-state Markov chains
• Computing the nearest reversible Markov chain.
• scientific article; zbMATH DE number 1303358 (Why is no real title available?)
• TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA
• scientific article; zbMATH DE number 7365760 (Why is no real title available?)
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
• Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis
• A method for determining the reversibility of a Markov sequence
• Improved estimation of relaxation time in nonreversible Markov chains
• Non-asymptotic estimates for Markov transition matrices via spectral gap methods
• Maximum entropy estimation of transition probabilities of reversible Markov chains

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