Appendix: The Markov Property for Gaussian Fields

2010 ◽  
pp. 253-261
2017 ◽  
Vol 49 (4) ◽  
pp. 609-633 ◽  
Author(s):  
Masatoshi Fukushima ◽  
Yoichi Oshima

2021 ◽  
pp. 096228022199750
Author(s):  
Zvifadzo Matsena Zingoni ◽  
Tobias F Chirwa ◽  
Jim Todd ◽  
Eustasius Musenge

There are numerous fields of science in which multistate models are used, including biomedical research and health economics. In biomedical studies, these stochastic continuous-time models are used to describe the time-to-event life history of an individual through a flexible framework for longitudinal data. The multistate framework can describe more than one possible time-to-event outcome for a single individual. The standard estimation quantities in multistate models are transition probabilities and transition rates which can be mapped through the Kolmogorov-Chapman forward equations from the Bayesian estimation perspective. Most multistate models assume the Markov property and time homogeneity; however, if these assumptions are violated, an extension to non-Markovian and time-varying transition rates is possible. This manuscript extends reviews in various types of multistate models, assumptions, methods of estimation and data features compatible with fitting multistate models. We highlight the contrast between the frequentist (maximum likelihood estimation) and the Bayesian estimation approaches in the multistate modeling framework and point out where the latter is advantageous. A partially observed and aggregated dataset from the Zimbabwe national ART program was used to illustrate the use of Kolmogorov-Chapman forward equations. The transition rates from a three-stage reversible multistate model based on viral load measurements in WinBUGS were reported.


Author(s):  
UWE FRANZ

We show how classical Markov processes can be obtained from quantum Lévy processes. It is shown that quantum Lévy processes are quantum Markov processes, and sufficient conditions for restrictions to subalgebras to remain quantum Markov processes are given. A classical Markov process (which has the same time-ordered moments as the quantum process in the vacuum state) exists whenever we can restrict to a commutative subalgebra without losing the quantum Markov property.8 Several examples, including the Azéma martingale, with explicit calculations are presented. In particular, the action of the generator of the classical Markov processes on polynomials or their moments are calculated using Hopf algebra duality.


Author(s):  
Robin E Upham ◽  
Michael L Brown ◽  
Lee Whittaker

Abstract We investigate whether a Gaussian likelihood is sufficient to obtain accurate parameter constraints from a Euclid-like combined tomographic power spectrum analysis of weak lensing, galaxy clustering and their cross-correlation. Testing its performance on the full sky against the Wishart distribution, which is the exact likelihood under the assumption of Gaussian fields, we find that the Gaussian likelihood returns accurate parameter constraints. This accuracy is robust to the choices made in the likelihood analysis, including the choice of fiducial cosmology, the range of scales included, and the random noise level. We extend our results to the cut sky by evaluating the additional non-Gaussianity of the joint cut-sky likelihood in both its marginal distributions and dependence structure. We find that the cut-sky likelihood is more non-Gaussian than the full-sky likelihood, but at a level insufficient to introduce significant inaccuracy into parameter constraints obtained using the Gaussian likelihood. Our results should not be affected by the assumption of Gaussian fields, as this approximation only becomes inaccurate on small scales, which in turn corresponds to the limit in which any non-Gaussianity of the likelihood becomes negligible. We nevertheless compare against N-body weak lensing simulations and find no evidence of significant additional non-Gaussianity in the likelihood. Our results indicate that a Gaussian likelihood will be sufficient for robust parameter constraints with power spectra from Stage IV weak lensing surveys.


1988 ◽  
Vol 25 (02) ◽  
pp. 313-321 ◽  
Author(s):  
ED McKenzie

Analysis of time-series models has, in the past, concentrated mainly on second-order properties, i.e. the covariance structure. Recent interest in non-Gaussian and non-linear processes has necessitated exploration of more general properties, even for standard models. We demonstrate that the powerful Markov property which greatly simplifies the distributional structure of finite autoregressions has an analogue in the (non-Markovian) finite moving-average processes. In fact, all the joint distributions of samples of a qth-order moving average may be constructed from only the (q + 1)th-order distribution. The usefulness of this result is illustrated by references to three areas of application: time-reversibility; asymptotic behaviour; and sums and associated point and count processes. Generalizations of the result are also considered.


1996 ◽  
Vol 28 (2) ◽  
pp. 346-355 ◽  
Author(s):  
A. J. Baddeley ◽  
M. N. M. Van Lieshout ◽  
J. Møller

We show that a Poisson cluster point process is a nearest-neighbour Markov point process [2] if the clusters have uniformly bounded diameter. It is typically not a finite-range Markov point process in the sense of Ripley and Kelly [12]. Furthermore, when the parent Poisson process is replaced by a Markov or nearest-neighbour Markov point process, the resulting cluster process is also nearest-neighbour Markov, provided all clusters are non-empty. In particular, the nearest-neighbour Markov property is preserved when points of the process are independently randomly translated, but not when they are randomly thinned.


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