Explicit-Duration Markov Switching Models
| AUTHOR | Chiappa, Silvia |
| PUBLISHER | Now Publishers (12/23/2014) |
| PRODUCT TYPE | Paperback (Paperback) |
Description
Explicit-Duration Markov Switching Models provides a simple and clear description of explicit-duration modeling by categorizing the different approaches into three main groups, which differ in encoding in the explicit-duration variables different information about regime switching/reset boundaries. The approaches are described using the formalism of graphical models, which enables graphical representation and assessment of statistical dependence, and therefore makes it easy to describe the structure of complex models and derive inference routines. The presentation is pedagogical, focusing on making distinctions that help structure the space of models and in laying out inference and learning in a clear way. Explicit-Duration Markov Switching Models is an ideal reference for students and researchers who wish to learn about these models and those looking to develop them further.
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Product Format
Product Details
ISBN-13:
9781601988300
ISBN-10:
1601988303
Binding:
Paperback or Softback (Trade Paperback (Us))
Content Language:
English
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Page Count:
102
Carton Quantity:
80
Product Dimensions:
6.14 x 0.21 x 9.21 inches
Weight:
0.34 pound(s)
Country of Origin:
US
Subject Information
BISAC Categories
Computers | Computer Science
Computers | Machine Theory
Dewey Decimal:
006.31
Descriptions, Reviews, Etc.
publisher marketing
Explicit-Duration Markov Switching Models provides a simple and clear description of explicit-duration modeling by categorizing the different approaches into three main groups, which differ in encoding in the explicit-duration variables different information about regime switching/reset boundaries. The approaches are described using the formalism of graphical models, which enables graphical representation and assessment of statistical dependence, and therefore makes it easy to describe the structure of complex models and derive inference routines. The presentation is pedagogical, focusing on making distinctions that help structure the space of models and in laying out inference and learning in a clear way. Explicit-Duration Markov Switching Models is an ideal reference for students and researchers who wish to learn about these models and those looking to develop them further.
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Author:
Chiappa, Silvia
Silvia Chiappa is a Marie Curie Fellow at the Statistical Laboratory, Cambridge.
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List Price $70.00
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$69.30
