Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one (Q2143292)
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English | Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one |
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Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one (English)
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31 May 2022
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Markov chain
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reversibility
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detailed balance
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likelihood
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numerical optimization
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parametric bootstrap
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