Posterior consistency for partially observed Markov models

DOI10.1016/j.spa.2019.03.012zbMath1471.60107arXiv1608.06851OpenAlexW2964101981WikidataQ128154109 ScholiaQ128154109MaRDI QIDQ2289808

Randal Douc, Jimmy Olsson, François Roueff

Publication date: 24 January 2020

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

Full work available at URL: https://arxiv.org/abs/1608.06851

zbMATH Keywords

Kullback-Leibler divergencedominated Markov models

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (4)

Asymptotic analysis of model selection criteria for general hidden Markov models ⋮ Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models ⋮ Bayes posterior convergence for loss functions via almost additive thermodynamic formalism ⋮ Gibbs posterior convergence and the thermodynamic formalism

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