2 papers
stat.AP2026
Bayesian inference for hidden Markov models under genuine multimodality with application to ecological time series
Marco A. Gallegos-Herrada, Vianey Leos-Barajas, Jeffrey S. Rosenthal
Bayesian inference in hidden Markov models (HMMs) can be challenging due to the presence of multimodality in the likelihood function, and consequently in the joint posterior distri…
math.PR2022
Equivalences of Geometric Ergodicity of Markov Chains
M. A. Gallegos-Herrada, D. Ledvinka, J. S. Rosenthal
This paper gathers together different conditions which are all equivalent to geometric ergodicity of time-homogeneous Markov chains on general state spaces. A total of 34 different…