Bayesian inference for Markov chains-Reference-Cited by-同舟云学术

Bayesian inference for Markov chains

Published:2002-03 Issue:1 Volume:39 Page:91-99
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Eichelsbacher Peter,Ganesh Ayalvadi

Abstract

We consider the estimation of Markov transition matrices by Bayes’ methods. We obtain large and moderate deviation principles for the sequence of Bayesian posterior distributions.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference9 articles.

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