most citedQuantitative bounds on convergence of time-inhomogeneous Markov chains

111 citations · 113 across the 3 of their papers we have counts for

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math.PR2008

Forgetting of the initial distribution for non-ergodic Hidden Markov Chains

Elisabeth Gassiat, Benoit Landelle, Eric Moulines

In this paper, the forgetting of the initial distribution for a non-ergodic Hidden Markov Models (HMM) is studied. A new set of conditions is proposed to establish the forgetting p…

math.PR2005★ 111 cited

Quantitative bounds on convergence of time-inhomogeneous Markov chains

R. Douc, E. Moulines, Jeffrey S. Rosenthal

Convergence rates of Markov chains have been widely studied in recent years. In particular, quantitative bounds on convergence rates have been studied in various forms by Meyn and…