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Beyond time-homogeneity for continuous-time multistate Markov models
Emmett B. Kendall, Jonathan P. Williams, Gudmund H. Hermansen +2
Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov…
stat.CO2022
Robust Coordinate Ascent Variational Inference with Markov chain Monte Carlo simulations
Neil Dey, Emmett B. Kendall
Variational Inference (VI) is a method that approximates a difficult-to-compute posterior density using better behaved distributional families. VI is an alternative to the already…