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The three-state toric homogeneous Markov chain model has Markov degree two
three-state toric homogeneous Markov chain model Markov degree two
2012/9/18
We prove that the three-state toric homogenous Markov chain model has Markov degree two. In algebraic terminology this means, that a certain class of toric
ideals are generated by quadratic binomials...
Adaptive Markov Chain Monte Carlo for Auxiliary Variable Method and Its Application to Parallel Tempering
Adaptive Markov Chain Monte Carlo Auxiliary Variable Method Parallel Tempering Conver-gence
2012/9/19
Auxiliary variable methods such as the Parallel Tempering and the cluster Monte Carlo methods generate samples that follow a target distri-bution by using proposal and auxiliary distributions.In sampl...
Least squares type estimation of the transition density of a particular hidden Markov chain
Hidden Markov Chain Transition Density Nonparametric Estimation Model Selection Rate of convergence
2009/9/16
In this paper, we study the following model of hidden Markov chain: $Y_i=X_i+varepsilon_i$, $ i=1,dots,n+1$ with $(X_i)$ a real-valued stationary Markov chain and $(varepsilon_i)_{1leq ileq n+1}$ a no...