Uniform Accuracy of the Maximum Likelihood Estimates for Probabilistic Models of Biological Sequences
Author
Abstract
Suggested Citation
DOI: 10.1007/s11009-009-9125-7
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Roberts, G. O. & Tweedie, R. L., 1999. "Bounds on regeneration times and convergence rates for Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 80(2), pages 211-229, April.
- Glynn, Peter W. & Ormoneit, Dirk, 2002. "Hoeffding's inequality for uniformly ergodic Markov chains," Statistics & Probability Letters, Elsevier, vol. 56(2), pages 143-146, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fort, G. & Moulines, E., 2003. "Polynomial ergodicity of Markov transition kernels," Stochastic Processes and their Applications, Elsevier, vol. 103(1), pages 57-99, January.
- H. S. Chang, 2004. "Technical Note: On Ordinal Comparison of Policies in Markov Reward Processes," Journal of Optimization Theory and Applications, Springer, vol. 122(1), pages 207-217, July.
- Yongqiang Tang, 2007. "A Hoeffding-Type Inequality for Ergodic Time Series," Journal of Theoretical Probability, Springer, vol. 20(2), pages 167-176, June.
- Jeffrey S. Rosenthal, 2003. "Geometric Convergence Rates for Time-Sampled Markov Chains," Journal of Theoretical Probability, Springer, vol. 16(3), pages 671-688, July.
- Hervé, Loïc & Ledoux, James, 2014. "Approximating Markov chains and V-geometric ergodicity via weak perturbation theory," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 613-638.
- Liu, Jinpeng & Liu, Yuanyuan & Zhao, Yiqiang Q., 2022. "Augmented truncation approximations to the solution of Poisson’s equation for Markov chains," Applied Mathematics and Computation, Elsevier, vol. 414(C).
- Shie Mannor & John N. Tsitsiklis, 2005. "On the Empirical State-Action Frequencies in Markov Decision Processes Under General Policies," Mathematics of Operations Research, INFORMS, vol. 30(3), pages 545-561, August.
- Sandrić, Nikola & Šebek, Stjepan, 2023. "Hoeffding’s inequality for non-irreducible Markov models," Statistics & Probability Letters, Elsevier, vol. 200(C).
- Mattingly, J. C. & Stuart, A. M. & Higham, D. J., 2002. "Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise," Stochastic Processes and their Applications, Elsevier, vol. 101(2), pages 185-232, October.
- Miasojedow, Błażej, 2014. "Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space," Statistics & Probability Letters, Elsevier, vol. 87(C), pages 115-120.
- Renou, Ludovic & Tomala, Tristan, 2015.
"Approximate implementation in Markovian environments,"
Journal of Economic Theory, Elsevier, vol. 159(PA), pages 401-442.
- Ludovic Renou & Tristan Tomala, 2013. "Approximate Implementation in Markovian Environments," Working Papers hal-02058241, HAL.
- Renou , Ludovic & Tomala, Tristan, 2013. "Approximate Implementation in Markovian Environments," HEC Research Papers Series 1015, HEC Paris.
- Gareth O. Roberts & Jeffrey S. Rosenthal, 2019. "Hitting Time and Convergence Rate Bounds for Symmetric Langevin Diffusions," Methodology and Computing in Applied Probability, Springer, vol. 21(3), pages 921-929, September.
- Quan Zhou & Jun Yang & Dootika Vats & Gareth O. Roberts & Jeffrey S. Rosenthal, 2022. "Dimension‐free mixing for high‐dimensional Bayesian variable selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1751-1784, November.
- Athreya, Krishna B. & Roy, Vivekananda, 2014. "When is a Markov chain regenerative?," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 22-26.
- Jarner, Søren Fiig & Hansen, Ernst, 2000. "Geometric ergodicity of Metropolis algorithms," Stochastic Processes and their Applications, Elsevier, vol. 85(2), pages 341-361, February.
- Ahmad, I.A. & Amezziane, M., 2013. "Probability inequalities for bounded random vectors," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1136-1142.
- Penev, Spiridon & Peng, Hanxiang & Schick, Anton & Wefelmeyer, Wolfgang, 2004. "Efficient estimators for functionals of Markov chains with parametric marginals," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 335-345, February.
- Hunt, F.Y., 2005. "Sample path optimality for a Markov optimization problem," Stochastic Processes and their Applications, Elsevier, vol. 115(5), pages 769-779, May.
- Yang, Jun & Roberts, Gareth O. & Rosenthal, Jeffrey S., 2020. "Optimal scaling of random-walk metropolis algorithms on general target distributions," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 6094-6132.
- Jarner, S. F. & Tweedie, R. L., 2002. "Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes," Stochastic Processes and their Applications, Elsevier, vol. 101(2), pages 257-271, October.
More about this item
Keywords
Maximum likelihood estimate; Asymptotic properties of estimates; Hidden Markov model; Concentration of measure;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:13:y:2011:i:1:d:10.1007_s11009-009-9125-7. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.