A Conditional Test of Independence of Markov Chains
โ Scribed by Prof. Andrew R. Solow; W. K. Smith; C. Recchia
- Publisher
- John Wiley and Sons
- Year
- 1995
- Tongue
- English
- Weight
- 258 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
There was an error in Hansen (1992). I am very grateful to James Hamilton for pointing out the error. Equations ( 2) and (3) in the original read where Q ( a ) is a mean zero Gaussian process with covariance function K(ai, a21 = E(q;(ai)~i(ad). While equation ( 2) is correct, (3) is not. Instead,
We study general geometric techniques for bounding the spectral gap of a reversible Markov chain. We show that the best bound obtainable using these techniques can be computed in polynomial time via semidefinite programming, and is off by at most a factor of order log 2 n, where n is the number of s
## In the context of experiments i n v o l h g visual inspection of random dot patterns the problem of testing the null hypothesis of independence of binary responses is considered. A flexible model for dependence between binary responses is proposed. Two tests, optimal under different versions of
In this paper we consider the adaptive control of constrained finite ergodic controller Markov chains whose transition probabilities are unknown. The control policy is designed to achieve the minimization of a loss function under a set of inequality constraints. The average values of conditional mat