Forward and reverse markov chains

Results 1 to 10 of about 5,621 (180)

Forward and reverse representations for Markov chains [PDF]

Stochastic Processes and Their Applications, 2007
In this paper we carry over the concept of reverse probabilistic representations developed in Milstein, Schoenmakers, Spokoiny (2004) for diffusion processes, to discrete time Markov chains. We outline the construction of reverse chains in several situations and apply this to processes which are connected with jump-diffusion models and finite state ...
Vladimir Spokoiny
exaly +9 more sources

Forward-reverse EM algorithm for Markov chains [PDF]

, 2013
We develop an EM algorithm for estimating parameters that determine the dynamics of a discrete time Markov chain evolving through a certain measurable state space. As a key tool for the construction of the EM method we develop forward-reverse representations for Markov chains conditioned on a certain terminal state.
Bayer, Christian, Mai, Hilmar, Schoenmakers, John G. M. +2 more
core +4 more sources

Forward-reverse EM algorithm for Markov chains: convergence and numerical analysis

, 2015
We develop a forward-reverse EM (FREM) algorithm for estimating parameters that determine the dynamics of a discrete time Markov chain evolving through a certain measurable state space. As a key tool for the construction of the FREM method we develop forward-reverse representations for Markov chains conditioned on a certain terminal state.
Bayer, Christian, Mai, Hilmar, Schoenmakers, John +2 more
openaire +2 more sources

Exact Discrete Stochastic Simulation With Deep-Learning-Scale Gradient Optimization. [PDF]

Adv Sci (Weinh)
Vilar JMG, Saiz L.
europepmc +1 more source

Convergence Guarantees for Time-Inhomogeneous Uniform-Rate Discrete Diffusion Models. [PDF]

Entropy (Basel)
Liang Y, Lai L, Shroff N, Liang Y.
europepmc +1 more source

Mathematical Modelling of the Mitochondrial Dicarboxylate Carrier (SLC25A10). [PDF]