Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains

DOI10.1239/JAP/1324046009MaRDI QIDQ3108464zbMATH OpenOpenAlexFDO

Authors Asger Hobolth, Jens Ledet Jensen

Publication date 4 January 2012

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1324046009

zbMATH Keywords

continuous-time Markov chainuniformizationdwelling timeexpectation maximisation (EM) algorithmtransition number

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27)

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• Computing integrals involving the matrix exponential
• Counting labeled transitions in continuous-time Markov models of evolution
• New Methods for Detecting Lineage-Specific Selection
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Rounding errors in certain algorithms involving Markov chains
• Simple derivations of properties of counting processes associated with Markov renewal processes
• Statistical Inference for Discretely Observed Markov Jump Processes
• Statistical Inference in Evolutionary Models of DNA Sequences via the EM Algorithm
• Stochastic Modeling of Scientific Data
• The first two moment matrices of the counts for the markovian arrival process

Cited in

(10)

• Phase-type distributions in population genetics
• Fitting and interpreting continuous-time latent Markov models for panel data
• The continuous-time resolvent matrix for non-Markovian chains
• Similar States in Continuous-Time Markov Chains
• Robust and consistent estimation of generators in credit risk
• A hidden absorbing semi-Markov model for informatively censored temporal data: learning and inference
• A novel method and comparison of methods for constructing Markov bridges
• Estimation for general birth-death processes
• A continuous-time HMM approach to modeling the magnitude-frequency distribution of earthquakes
• Counting labeled transitions in continuous-time Markov models of evolution

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