Predictive characterization of mixtures of Markov chains

DOI10.3150/15-BEJ787MaRDI QIDQ527455zbMATH OpenFDO

Authors S. Fortini, Sonia Petrone

Publication date 11 May 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/15-BEJ787

zbMATH Keywords

Bayesian inferenceedge reinforced random walksMarkov exchangeabilitypredictive distributionsrecurrencereinforced processes

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Exchangeability for stochastic processes (60G09) Discrete-time Markov processes on general state spaces (60J05) Applications of statistics to psychology (62P15)

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(7)

• On mixtures of distributions of Markov chains.
• Mixed memory Markov models: Decomposing complex stochastic processes as mixtures of simpler ones
• scientific article; zbMATH DE number 4143167 (Why is no real title available?)
• Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model
• Predictive Inference Based on Markov Chain Monte Carlo Output
• Exchangeability, prediction and predictive modeling in Bayesian statistics
• A probabilistic view on predictive constructions for Bayesian learning

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