| Publication | Date of Publication | Type |
|---|
Generalized partitioning algorithm for computing steady-state probability vectors of finite Markov chains with comparison to the CFTP algorithm
Theory of Stochastic Processes | 2026-06-02 | Paper |
Mixed space coupled hidden Markov model
Monte Carlo Methods and Applications | 2025-03-25 | Paper |
Hidden Markov model with missing emissions
Computational Statistics | 2024-07-05 | Paper |
Likelihood and decoding problems for mixed space hidden Markov model
Monte Carlo Methods and Applications | 2024-06-12 | Paper |
Computation of the steady-state probability of Markov chain evolving on a mixed state space
Monte Carlo Methods and Applications | 2023-09-18 | Paper |
Hidden Markov model steady-state estimation
Communications in Statistics. Simulation and Computation | 2022-12-13 | Paper |
Perfect simulation of steady-state Markov chain on mixed state space
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Estimation of steady-state quantities of an HMM with some rarely generated emissions
Monte Carlo Methods and Applications | 2022-04-04 | Paper |
| Likelihood and decoding in a partially hidden Markov model | 2021-12-03 | Paper |
Hidden Markov model with Markovian emission
Monte Carlo Methods and Applications | 2021-05-20 | Paper |
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model
Mathematics and Computers in Simulation | 2021-03-06 | Paper |
A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
Monte Carlo Methods and Applications | 2020-02-07 | Paper |
HMM with emission process resulting from a special combination of independent Markovian emissions
Monte Carlo Methods and Applications | 2018-01-16 | Paper |
Widening and clustering techniques allowing the use of monotone CFTP algorithm
Monte Carlo Methods and Applications | 2015-12-18 | Paper |
| Computation of Greeks for jump-diffusion models | 2015-10-20 | Paper |
K-antithetic variates in Monte Carlo simulation
Afrika Statistika | 2011-08-17 | Paper |
On the simulation of Markov chain steady-state distribution using CFTP algorithm
Monte Carlo Methods and Applications | 2009-10-07 | Paper |
| scientific article; zbMATH DE number 2160766 (Why is no real title available?) | 2005-04-22 | Paper |
Simulation of transient performance measures for stiff Markov chains
RAIRO. Operations Research | 2001-10-04 | Paper |
Simulation of transient performance measures for stiff Markov chains
RAIRO. Operations Research | 2001-10-04 | Paper |
Note on classification and proportion estimation
Statistics & Probability Letters | 1998-11-15 | Paper |
| scientific article; zbMATH DE number 1089092 (Why is no real title available?) | 1998-11-11 | Paper |
Regularization in discriminant analysis: an overview
Computational Statistics and Data Analysis | 1997-02-28 | Paper |
