All Questions

I'm trying hard to try understand the recursive nature between two equations in a recent macroeconomics paper, but my question mainly relates to how mathematically such recursive equations can depend ...

I am given discrete-time Markov chain that evolves on a finite subset $\{1,\dots,n\}$. This Markov chain is time-homogeneous and has a transition matrix $P$ that I want to estimate. Let $X_t$ be the ...

In context of a hidden Markov model, I am interested in bounding the error of a Bayesian filter when using inexact state transition and observation models. Consider a hidden Markov model (HMM) with ...

I'm coding a McMC algorithm for geophysical applications. Using the Metropolis-Hastings scheme to accept/reject the proposed models is smth that i thought i completely understood, but i don't. To be ...

Given a Bayesian network and evidence for the values of a subset of the variables, a standard question is to compute the posterior distribution on the remaining variables. The Gibbs sampling technique ...