Accurate Monte Carlo estimation of very small p-values in Markov chains

MaRDI QIDQ1297844zbMATH OpenFDO

Authors John W. Wilbur

Publication date 14 September 1999

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

tail probabilityalgorithmprobability densitydiscrete Markov chainprotein threading modelsmall probability

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Biochemistry, molecular biology (92C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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(4)

• Hastings-Metropolis algorithm on Markov chains for small-probability estimation
• The combinatorics and extreme value statistics of protein threading
• scientific article; zbMATH DE number 847098 (Why is no real title available?)
• Monte Carlo study of forward stepwise discrimination based on small samples

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