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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