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