Geometric ergodicity of Rao and Teh's algorithm for Markov jump processes and CTBNs (Q1684152)

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    Geometric ergodicity of Rao and Teh's algorithm for Markov jump processes and CTBNs
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      Geometric ergodicity of Rao and Teh's algorithm for Markov jump processes and CTBNs (English)
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      8 December 2017
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      continuous time Markov processes
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      MCMC
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      hidden Markov models
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      posterior sampling
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      geometric ergodicity
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      drift condition
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      small set
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      continuous-time Bayesian network (CTBN)
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