Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes (Q2114041)

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Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes
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    Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes (English)
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    14 March 2022
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    uniformization
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    Metropolis-Hastings algorithm
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    fast computation
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