Relevant states and memory in Markov chain bootstrapping and simulation
From MaRDI portal
(Redirected from Publication:1752182)
Recommendations
- Approximating Markov chains for bootstrapping and simulation
- A tabu search heuristic procedure in Markov chain bootstrapping
- A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions
- Bootstrap Methods for Markov Processes
Cites work
- scientific article; zbMATH DE number 3427210 (Why is no real title available?)
- scientific article; zbMATH DE number 4151662 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 854578 (Why is no real title available?)
- scientific article; zbMATH DE number 854585 (Why is no real title available?)
- A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
- A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
- A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
- A sequential algorithm for the universal coding of finite memory sources
- A tabu search heuristic procedure in Markov chain bootstrapping
- A universal data compression system
- A universal finite memory source
- Approximation of Markov decision processes with general state space
- Asymptotic bootstrap validity for finite markov chains
- Automatic Block-Length Selection for the Dependent Bootstrap
- Bayesian Hypothesis Testing: A Reference Approach
- Block length selection in the bootstrap for time series
- Bootstrap Methods for Markov Processes
- Bootstrap in Markov-sequences based on estimates of transition density
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Bootstrap methods: another look at the jackknife
- Bootstrapping Markov chains: Countable case
- Complexity of strings in the class of Markov sources
- Countable state Markov process bootstrap
- Entropy, divergence and distance measures with econometric applications
- Equivalence notions and model minimization in Markov decision processes
- Estimating the dimension of a model
- Estimating the number of states of a finite-state source
- Higher-order multivariate Markov chains and their applications
- Infinite horizon Markov decision processes with unknown or variable discount factors
- Large-scale typicality of Markov sample paths and consistency of MDL order estimators
- Markov decision processes
- Markov decision processes with multidimensional action spaces
- Markov state models for rare events in molecular dynamics
- Modeling by shortest data description
- New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system
- On blocking rules for the bootstrap with dependent data
- On bootstrapping two-stage least-squares estimates in stationary linear models
- On functional equations for \(K\)th best policies in Markov decision processes
- On the estimation of the order of a Markov chain and universal data compression
- Order Estimation of Markov Chains
- Order estimation and sequential universal data compression of a hidden Markov source by the method of mixtures
- Production and availability policies through the Markov decision process and myopic methods for contractual and selective orders
- Real-time dynamic programming for Markov decision processes with imprecise probabilities
- Regeneration-based bootstrap for Markov chains
- Regenerative block-bootstrap for Markov chains
- Resampling a coverage pattern
- Resampling methods for dependent data
- Second-order properties of regeneration-based bootstrap for atomic Markov chains
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
- Sieve bootstrap for time series
- Simulation-based optimization of Markov decision processes: an empirical process theory approach
- Strongly consistent code-based identification and order estimation for constrained finite-state model classes
- Tapered block bootstrap
- The Stationary Bootstrap
- The consistency of the BIC Markov order estimator.
- The jackknife and the bootstrap for general stationary observations
- The local bootstrap for Markov processes
- The minimum description length principle in coding and modeling
- The tapered block bootstrap for general statistics from stationary sequences
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Universal modeling and coding
- Universal prediction of individual sequences
- Variable length Markov chains
Cited in
(8)- Corrigendum to: ``Relevant states and memory in Markov chain bootstrapping and simulation
- On universal algorithms for classifying and predicting stationary processes
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions
- Classifying States of a Finite Markov Chain with Membrane Computing
- A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping
- Approximating Markov chains for bootstrapping and simulation
- A blockchain prediction model on time, value, and purchase based on Markov chain and queuing theory in stock trade
- A tabu search heuristic procedure in Markov chain bootstrapping
This page was built for publication: Relevant states and memory in Markov chain bootstrapping and simulation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1752182)
