Telescoping Markov chain
id:
telescoping-markov-chain-252-4761282
title:
Telescoping Markov chain
text:
In probability theory, a telescoping Markov chain (TMC) is a vector-valued stochastic process that satisfies a Markov property and admits a hierarchical format through a network of transition matrices with cascading dependence. For any N > 1 consider the set of spaces { S ℓ } ℓ = 1 N . The hierarchical process θ k defined in the product-space is said to be a TMC if there is a set of transition probability kernels { Λ n } n = 1 N such that θ k 1 is a Markov chain with transition probability matri
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Telescoping_Markov_chain
date created:
date modified:
2019-01-12T01:35:01Z
main entity:
{"identifier":"Q7696814","url":"https://www.wikidata.org/entity/Q7696814"}
image:
fields total:
13
integrity:
13