Fitting feature-dependent Markov chains

DOI10.1007/S10898-022-01198-0MaRDI QIDQ6064024zbMATH OpenFDO

Authors Shane Barratt, Stephen Boyd

Publication date 8 November 2023

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10898-022-01198-0

zbMATH Keywords

convex optimizationexpectation maximizationMarkov chainsmissing data

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Convex programming (90C25)

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Cites work

• DYNAMIC PROGRAMMING AND A NEW FORMALISM IN THE THEORY OF INTEGRAL EQUATIONS
• Estimating a Markov Transition Matrix from Observational Data
• Estimation of feature-dependent markov process transition probability matrices
• Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
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• scientific article; zbMATH DE number 3519673 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• Markov Chains
• Missing data
• Model Selection and Estimation in Regression with Grouped Variables
• On the convergence properties of the EM algorithm
• Optimal Replacement In The Proportional Hazards Model
• Stochastic Algorithms for Markov Models Estimation with Intermittent Missing Data
• The Analysis of Panel Data Under a Markov Assumption

Cited in

(1)

• Consistency of Feature Markov Processes

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