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Direct statistical inference for finite Markov jump processes via the matrix exponential
Given noisy, partial observations of a time-homogeneous, finite-statespace Markov chain, conceptually simple, direct statistical inference is available, in theory, via its rate matrix, or infinitesimal generator, [Formula: see text] , since [Formula: see text] is the transition matrix over time t. H...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer Berlin Heidelberg
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8054858/ https://www.ncbi.nlm.nih.gov/pubmed/33897113 http://dx.doi.org/10.1007/s00180-021-01102-6 |