scholarly journals Spectral thresholding for the estimation of Markov chain transition operators

2021 ◽  
Vol 15 (2) ◽  
Author(s):  
Matthias Löffler ◽  
Antoine Picard

2000 ◽  
Vol 37 (3) ◽  
pp. 642-651
Author(s):  
John E. Kolassa

This paper presents bounds on convergence rates of Markov chains in terms of quantities calculable directly from chain transition operators. Bounds are constructed by creating a probability distribution that minorizes the transition kernel over some region, and by examining bounds on an expectation conditional on lying within and without this region. These are shown to be sharper in most cases than previous similar results. These bounds are applied to a Markov chain useful in frequentist conditional inference in canonical generalized linear models.



2000 ◽  
Vol 37 (03) ◽  
pp. 642-651 ◽  
Author(s):  
John E. Kolassa

This paper presents bounds on convergence rates of Markov chains in terms of quantities calculable directly from chain transition operators. Bounds are constructed by creating a probability distribution that minorizes the transition kernel over some region, and by examining bounds on an expectation conditional on lying within and without this region. These are shown to be sharper in most cases than previous similar results. These bounds are applied to a Markov chain useful in frequentist conditional inference in canonical generalized linear models.



2019 ◽  
Vol 62 (3) ◽  
pp. 577-586 ◽  
Author(s):  
Garnett P. McMillan ◽  
John B. Cannon

Purpose This article presents a basic exploration of Bayesian inference to inform researchers unfamiliar to this type of analysis of the many advantages this readily available approach provides. Method First, we demonstrate the development of Bayes' theorem, the cornerstone of Bayesian statistics, into an iterative process of updating priors. Working with a few assumptions, including normalcy and conjugacy of prior distribution, we express how one would calculate the posterior distribution using the prior distribution and the likelihood of the parameter. Next, we move to an example in auditory research by considering the effect of sound therapy for reducing the perceived loudness of tinnitus. In this case, as well as most real-world settings, we turn to Markov chain simulations because the assumptions allowing for easy calculations no longer hold. Using Markov chain Monte Carlo methods, we can illustrate several analysis solutions given by a straightforward Bayesian approach. Conclusion Bayesian methods are widely applicable and can help scientists overcome analysis problems, including how to include existing information, run interim analysis, achieve consensus through measurement, and, most importantly, interpret results correctly. Supplemental Material https://doi.org/10.23641/asha.7822592





2014 ◽  
Vol 17 (3) ◽  
pp. 225-237
Author(s):  
Juarez S. Azevedo ◽  
Gildeberto S. Cardoso ◽  
Leizer Schnitman






Sign in / Sign up

Export Citation Format

Share Document