Markov jump random c.d.f.'s and their posterior distributions

DOI10.1016/J.SPA.2006.08.001MaRDI QIDQ869102zbMATH OpenOpenAlexFDO

Authors Raluca M. Balan

Publication date 26 February 2007

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

Full work available at URL https://doi.org/10.1016/j.spa.2006.08.001

zbMATH Keywords

Markov jump processtransition systemBayesian nonparametric statisticsBayes estimatetransition intensity function

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Empirical decision procedures; empirical Bayes procedures (62C12) Continuous-time Markov processes on general state spaces (60J25) Random measures (60G57) Transition functions, generators and resolvents (60J35)

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• Bayesian analysis of proportional hazard models
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• Conditional distributions as derivatives
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• Nonparametric Bayes estimators based on beta processes in models for life history data
• On posterior consistency of survival models
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• Tailfree and neutral random probabilities and their posterior distributions

Cited in

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• Q-Markov random probability measures and their posterior distributions.

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