270 search results - page 2 / 54 » Estimation of non-stationary Markov Chain transition models |
ICFEM
2004
Springer
13 years 10 months ago
2004
Springer
Abstract. We develop a way of analyzing the behavior of systems modeled using Discrete Time Markov Chains (DTMC). Specifically, we define iLTL, an LTL with linear inequalities on...
ECML
2006
Springer
13 years 9 months ago
2006
Springer
In this paper we formulate the problem of grouping the states of a discrete Markov chain of arbitrary order simultaneously with deconvolving its transition probabilities. As the na...
ICML
2004
IEEE
14 years 6 months ago
2004
IEEE
A standard method for approximating averages in probabilistic models is to construct a Markov chain in the product space of the random variables with the desired equilibrium distr...
NIPS
2004
13 years 6 months ago
2004
First-order Markov models have been successfully applied to many problems, for example in modeling sequential data using Markov chains, and modeling control problems using the Mar...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
This paper proposes a Bayesian algorithm to estimate the parameters of a smooth transition regression model. With in this model, time series are divided into segments and a linear...