Convergence in Markovian models with implications for efficiency of inference

DOI10.1016/J.IJAR.2006.09.011MaRDI QIDQ2463641zbMATH OpenOpenAlexFDO

Authors Theodore Charitos, Peter R. de Waal, Linda C. van der Gaag

Publication date 14 December 2007

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2006.09.011

zbMATH Keywords

convergenceefficiencyinferenceMarkovian modelsconsecutive similar observations

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Recommendations

• Inference in hidden Markov models. I: Local asymptotic normality in the stationary case.
• Bayesian consistency for Markov models
• Putting Markov chains back into Markov chain Monte Carlo
• Posterior consistency for partially observed Markov models
• Convergence rates of posterior distributions for non iid observations

Cites work

• scientific article; zbMATH DE number 47926 (Why is no real title available?)
• scientific article; zbMATH DE number 3519671 (Why is no real title available?)
• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Bayesian network classifiers
• Probabilistic Inference and Influence Diagrams
• Probabilistic Networks and Expert Systems

Cited in

(6)

• Improved estimators for constrained Markov chain models
• Convergence of probability measures and Markov decision models with incomplete information
• Convergence of Markovian stochastic approximation for Markov random fields with hidden variables
• scientific article; zbMATH DE number 50257 (Why is no real title available?)
• Convergence of the maximum a posteriori path estimator in hidden Markov models
• Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis

This page was built for publication: Convergence in Markovian models with implications for efficiency of inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2463641)