High-dimensional Markov chain models for categorical data sequences with applications

2006 ◽  
Author(s):  
Siu-leung Fung
Keyword(s):  
Markov Chain ◽  
Categorical Data ◽  
High Dimensional ◽  
Markov Chain Models

Higher-order Markov chain models for categorical data sequences

2004 ◽  
Vol 51 (4) ◽  
pp. 557-574 ◽  
Author(s):  
Wai Ki Ching ◽  
Eric S. Fung ◽  
Michael K. Ng
Keyword(s):  
Markov Chain ◽  
Categorical Data ◽  
Higher Order ◽  
Markov Chain Models ◽  
Order Markov Chain ◽  
Higher Order Markov Chain

On Perturbation Bounds for the Joint Stationary Distribution of Multivariate Markov Chain Models

2013 ◽  
Vol 3 (1) ◽  
pp. 1-17 ◽  
Author(s):  
Wen Li ◽  
Lin Jiang ◽  
Wai-Ki Ching ◽  
Lu-Bin Cui
Keyword(s):  
Markov Chain ◽  
Stationary Distribution ◽  
Categorical Data ◽  
Markov Chain Model ◽  
Chain Model ◽  
Perturbation Bounds ◽  
Markov Chain Models ◽  
Joint Stationary Distribution ◽  
Distribution Vector ◽  
The Stability

AbstractMultivariate Markov chain models have previously been proposed in for studying dependent multiple categorical data sequences. For a given multivariate Markov chain model, an important problem is to study its joint stationary distribution. In this paper, we use two techniques to present some perturbation bounds for the joint stationary distribution vector of a multivariate Markov chain with s categorical sequences. Numerical examples demonstrate the stability of the model and the effectiveness of our perturbation bounds.

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