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Discrete-time ‘inversion’ and derivative estimation for Markov chains

✍ Scribed by Paul Glasserman


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
512 KB
Volume
9
Category
Article
ISSN
0167-6377

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Estimation of the transition matrix of a
✍ Bruce A. Craig; Peter P. Sendi 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 138 KB 👁 1 views

Discrete-time Markov chains have been successfully used to investigate treatment programs and health care protocols for chronic diseases. In these situations, the transition matrix, which describes the natural progression of the disease, is often estimated from a cohort observed at common intervals.