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3 days ago · Andrey Markov, a renowned Russian mathematician, left an indelible mark on the field of probability theory with his groundbreaking contributions. Born on June 14, 1856, in Russia, Markov’s keen intellect and exceptional analytical skills propelled him to become one of the most influential figures in the field.
2 days ago · A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs now."
3 days ago · Andrei falls in love with her and intends to marry her, but her father demands they wait. The prince travels abroad, and Natasha desperately longs for him. But she then meets Anatol Kuragin and...
4 days ago · This notebook provides an example of the use of Markov switching models in statsmodels to estimate dynamic regression models with changes in regime. It follows the examples in the Stata Markov switching documentation, which can be found at http://www.stata.com/manuals14/tsmswitch.pdf .
5 days ago · Abstract: Many natural Markov chains fail to mix to their stationary distribution in polynomially many steps. Often, this slow mixing is inevitable since it is computationally intractable to sample from their stationary measure.
4 days ago · Markov switching autoregression models¶ This notebook provides an example of the use of Markov switching models in statsmodels to replicate a number of results presented in Kim and Nelson (1999). It applies the Hamilton (1989) filter the Kim (1994) smoother.
3 days ago · This course studies Markov Chain Monte Carlo algorithms, widely-used in a variety of scientific fields, focusing on mathematical techniques for analyzing their convergence rates. 3.000 Credit hours. 3.000 Lecture hours. Grade Basis: ALP.
