Markov Chain Monte Carlo (MCMC) methods have become indispensable in contemporary statistical science, enabling researchers to approximate complex probability distributions that are otherwise ...
In this paper we study polynomial and geometric (exponential) ergodicity for M/G/1-type Markov chains and Markov processes. First, practical criteria for M/G/1-type Markov chains are obtained by ...
In this talk I consider sequential Monte Carlo (SMC) methods for hidden Markov models. In the scenario for which the conditional density of the observations given the latent state is intractable we ...
This is a preview. Log in through your library . Abstract We present a numerical method to compute the survival function and the moments of the exit time for a piecewise-deterministic Markov process ...
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