Results 31 to 40 of about 776,491 (337)
$V$-geometrical ergodicity of Markov kernels via finite-rank approximations
Electronic Communications in Probability, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Loı̈c Hervé, James Ledoux
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Frontiers in Applied Mathematics and Statistics, 2022 Performing Markov chain Monte Carlo parameter estimation on complex mathematical models can quickly lead to endless searching through highly multimodal parameter spaces.
Graham West +2 more
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Dependence Modeling, 2023 Working with shuffles, we establish a close link between Kendall’s τ\tau , the so-called length measure, and the surface area of bivariate copulas and derive some consequences.
Sánchez Juan Fernández +1 more
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PAC-Bayes Bounds on Variational Tempered Posteriors for Markov Models
Entropy, 2021 Datasets displaying temporal dependencies abound in science and engineering applications, with Markov models representing a simplified and popular view of the temporal dependence structure.
Imon Banerjee +2 more
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Construction and heat kernel estimates of general stable-like Markov processes [PDF]
Dissertationes Mathematicae, 2020 A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable Levy process, but the index $\alpha$ and all other characteristics may depend on the state space ...
V. Knopova, A. Kulik, R. Schilling
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Martin Kernels for Markov Processes with Jumps [PDF]
Potential Analysis, 2017 20 ...
Kwaśnicki, Mateusz, Juszczyszyn, Tomasz
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Water Policy, 2023 This paper constructs a green development efficiency index framework of water-energy-food in China, and uses the Super-EBM model to measure it more accurately and scientifically.
Jinqiu Li, Dechun Huang
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CLTs and asymptotic variance of time-sampled Markov chains [PDF]
, 2011 For a Markov transition kernel P and a probability distribution μ on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel Pμ = Σkμ(k)Pk.
A Barker +27 more
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Polynomial ergodicity of Markov transition kernels
Stochastic Processes and their Applications, 2003 Let \(\varPhi \) be a time-homogeneous Markov chain on a countably generated measure space \((X,\mathfrak B)\) with a \(\varphi \)-irreducible and aperiodic transition kernel \(P\). Let \(f\geq 1\) be a measurable function on \(X\) and \(r=(r(n))_ {n\geq 1}\) a polynomial sequence, that is, \(\liminf r(n)(n+1)^ {-\beta }>0\), \(\limsup r(n)(n+1 ...
Fort, G., Moulines, E.
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Heavy Tailed Approximate Identities and σ-stable Markov Kernels [PDF]
Potential Analysis, 2017 The aim of this paper is to present some results relating the properties of stability, concentration and approximation to the identity of convolution through not necessarily mollification type families of heavy tailed Markov kernels. A particular case is provided by the kernels $K_t$ obtained as the $t$ mollification of $L^{ (t)}$ selected from the ...
Aimar, Hugo Alejandro +2 more
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