Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one

DOI10.1016/j.physa.2020.125182OpenAlexW3082266360MaRDI QIDQ2143292

Iain L. MacDonald, Etienne A. D. Pienaar

Publication date: 31 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.125182

zbMATH Keywords

likelihoodMarkov chainreversibilitynumerical optimizationparametric bootstrapdetailed balance

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Uses Software

• R

Cites Work

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