Kevin McGoff

activity

20122019

most citedStatistical inference for dynamical systems: a review

3 citations · 3 across the 3 of their papers we have counts for

collaborators

3 papers

math.ST2019

Gibbs posterior convergence and the thermodynamic formalism

Kevin McGoff, Sayan Mukherjee, Andrew Nobel

In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs poster…

math.PR2014

Coalescence and meeting times on $n$ -block Markov chains

Kathleen Lan, Kevin McGoff

We consider finite state, discrete-time, mixing Markov chains $(V, P)$ , where $V$ is the state space and $P$ is transition matrix. To each such chain $(V, P)$ , we associate a sequenc…

math.ST2012★ 3 cited

Statistical inference for dynamical systems: a review

Kevin McGoff, Sayan Mukherjee, Natesh S. Pillai

The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-…

Gibbs posterior convergence and the thermodynamic formalism

Coalescence and meeting times on n-block Markov chains

Statistical inference for dynamical systems: a review

Coalescence and meeting times on $n$ -block Markov chains