A Bayesian model for binary Markov chains
This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by mea...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2004-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171204202319 |
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| _version_ | 1832566783614124032 |
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| author | Souad Assoudou Belkheir Essebbar |
| author_facet | Souad Assoudou Belkheir Essebbar |
| author_sort | Souad Assoudou |
| collection | DOAJ |
| description | This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC) techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set. |
| format | Article |
| id | doaj-art-c86b67e7bd084d64bef74c0618e85fd7 |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 2004-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-c86b67e7bd084d64bef74c0618e85fd72025-02-03T01:03:20ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252004-01-012004842142910.1155/S0161171204202319A Bayesian model for binary Markov chainsSouad Assoudou0Belkheir Essebbar1Department of Mathematics and Computer Sciences, Faculty of Sciences, Avenue Ibn Batouta, Rabat BP 1014, MoroccoDepartment of Mathematics and Computer Sciences, Faculty of Sciences, Avenue Ibn Batouta, Rabat BP 1014, MoroccoThis note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC) techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.http://dx.doi.org/10.1155/S0161171204202319 |
| spellingShingle | Souad Assoudou Belkheir Essebbar A Bayesian model for binary Markov chains International Journal of Mathematics and Mathematical Sciences |
| title | A Bayesian model for binary Markov chains |
| title_full | A Bayesian model for binary Markov chains |
| title_fullStr | A Bayesian model for binary Markov chains |
| title_full_unstemmed | A Bayesian model for binary Markov chains |
| title_short | A Bayesian model for binary Markov chains |
| title_sort | bayesian model for binary markov chains |
| url | http://dx.doi.org/10.1155/S0161171204202319 |
| work_keys_str_mv | AT souadassoudou abayesianmodelforbinarymarkovchains AT belkheiressebbar abayesianmodelforbinarymarkovchains AT souadassoudou bayesianmodelforbinarymarkovchains AT belkheiressebbar bayesianmodelforbinarymarkovchains |