On mixtures of distributions of Markov chains.

DOI10.1016/S0304-4149(02)00093-5MaRDI QIDQ1766029zbMATH OpenFDO

Authors S. Fortini, Lucia Ladelli, Giovanni Petris, Eugenio Regazzini

Publication date 25 February 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4149(02)00093-5

zbMATH Keywords

Freedman (Markov) exchangeabilitymatrix of successor statesmixtures of laws of Markov chainspartial exchangeability in de Finetti's sense

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Discrete-time Markov processes on general state spaces (60J05) Foundations and philosophical topics in statistics (62A01)

Recommendations

• scientific article; zbMATH DE number 4044893
• Countable partially exchangeable mixtures
• Predictive characterization of mixtures of Markov chains
• A characterization for mixtures of semi-Markov processes.

Cites work

• A finite form of de Finetti's theorem for stationary Markov exchangeability
• Characterizations and embedding properties in exchangeability
• Characterizing Markov exchangeable sequences
• De Finetti's theorem for Markov chains
• General Irreducible Markov Chains and Non-Negative Operators
• scientific article; zbMATH DE number 3201991 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Invariants Under Mixing which Generalize de Finetti's Theorem
• Mixtures of Markov Processes
• On mixtures of distributions of Markov chains.
• Urn models for Markov exchangeability

Cited in

(23)

• A finite form of de Finetti's theorem for stationary Markov exchangeability
• Markov type properties for mixtures of probability measures
• On mixtures of distributions of Markov chains.
• Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
• Estimation for mixtures of Markov processes.
• A characterization for mixtures of semi-Markov processes.
• A class of models for multiple binary sequences under the hypothesis of Markov exchangeability
• Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law
• Bayesian analysis for reversible Markov chains
• Countable partially exchangeable mixtures
• Virtual Markov chains
• Mixing Markov Chains and Their Images
• scientific article; zbMATH DE number 4044893 (Why is no real title available?)
• Statistical modeling for discrete patterns in a sequence of exchangeable trials
• Predictive construction of priors in Bayesian nonparametrics
• Hierarchical reinforced urn processes
• Reinforced urn processes for credit risk models
• The problem of analogical inference in inductive logic
• Robust identification of highly persistent interest rate regimes
• Predictive characterization of mixtures of Markov chains
• Distributions of simple patterns in some kinds of exchangeable sequences
• Distributions of runs and scans in multistate Markov exchangeable sequences
• Exchangeability, prediction and predictive modeling in Bayesian statistics

This page was built for publication: On mixtures of distributions of Markov chains.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1766029)