Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182)

scientific article; zbMATH DE number 6872197

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English	Relevant states and memory in Markov chain bootstrapping and simulation	scientific article; zbMATH DE number 6872197

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instance of

scholarly article

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title

Relevant states and memory in Markov chain bootstrapping and simulation (English)

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European Journal of Operational Research

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publication date

24 May 2018

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full work available at URL

https://openresearch.lsbu.ac.uk/download/6066f6adc94dc7b0c9c2418ef24e5cbaf89e262eac2bec58a04d59db77e55abf/734277/Main%20document%20CPL.pdf

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zbMATH Keywords

bootstrapping

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information theory

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Markov chains

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optimization

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simulation

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describes a project that uses

bootstrap

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MaRDI profile type

MaRDI publication profile

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cites work

Bootstrapping Markov chains: Countable case

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The minimum description length principle in coding and modeling

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Asymptotic bootstrap validity for finite markov chains

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Bayesian Hypothesis Testing: A Reference Approach

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Regenerative block-bootstrap for Markov chains

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Second-order properties of regeneration-based bootstrap for atomic Markov chains

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Sieve bootstrap for time series

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Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series

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Block length selection in the bootstrap for time series

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Variable length Markov chains

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The use of subseries values for estimating the variance of a general statistic from a stationary sequence

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A tabu search heuristic procedure in Markov chain bootstrapping

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A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification

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On functional equations for \(K\)th best policies in Markov decision processes

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Production and availability policies through the Markov decision process and myopic methods for contractual and selective orders

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Higher-order multivariate Markov chains and their applications

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Large-scale typicality of Markov sample paths and consistency of MDL order estimators

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The consistency of the BIC Markov order estimator.

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Regeneration-based bootstrap for Markov chains

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Q4869550

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Real-time dynamic programming for Markov decision processes with imprecise probabilities

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Approximation of Markov decision processes with general state space

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Bootstrap methods: another look at the jackknife

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Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy

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Q4318617

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Universal prediction of individual sequences

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On bootstrapping two-stage least-squares estimates in stationary linear models

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Equivalence notions and model minimization in Markov decision processes

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Resampling a coverage pattern

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On blocking rules for the bootstrap with dependent data

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Bootstrap Methods for Markov Processes

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Simulation-based optimization of Markov decision processes: an empirical process theory approach

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Strongly consistent code-based identification and order estimation for constrained finite-state model classes

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Q3214803

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Countable state Markov process bootstrap

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Q3481113

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The jackknife and the bootstrap for general stationary observations

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Resampling methods for dependent data

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A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods

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Order estimation and sequential universal data compression of a hidden Markov source by the method of mixtures

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Q4869557

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On the estimation of the order of a Markov chain and universal data compression

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Order Estimation of Markov Chains

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New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system

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Markov decision processes with multidimensional action spaces

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Tapered block bootstrap

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A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS

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The tapered block bootstrap for general statistics from stationary sequences

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The local bootstrap for Markov processes

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A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation

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The Stationary Bootstrap

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Automatic Block-Length Selection for the Dependent Bootstrap

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Bootstrap in Markov-sequences based on estimates of transition density

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Modeling by shortest data description

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A universal data compression system

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Complexity of strings in the class of Markov sources

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Universal modeling and coding

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Markov state models for rare events in molecular dynamics

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Markov decision processes

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Estimating the number of states of a finite-state source

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Identifiers

zbMATH Open document ID

1394.90553

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Mathematics Subject Classification ID

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10.1016/J.EJOR.2016.06.006

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Sitelinks

Mathematics(1 entry)

mardi Publication:1752182