基于马尔科夫链蒙特卡洛(Markov Chain Monte Carlo, MCMC)的数据生成方法,是一种在统计学和机器学习领域广泛使用的高级概率抽样技术,它通过构造一系列马尔科夫过程(即状态转移仅依赖于当前状态而非过去所有状态的过程),来从复杂的、多维的概率分布中抽取样本,尤其是在那些难以直接采样或者计算概率密度函数的分布中表现出...
Matt J2013년 3월 28일 0 링크 번역 I'm wondering if anyone knows of any good MATLAB code that will find the sub-chains and transient states of a Markov Chain given the transition matrix P. A search of the FEX has turned up nothing. ...
Copy Code Copy CommandThis example shows how to visualize the structure and evolution of a Markov chain model using the dtmc plotting functions. Consider the four-state Markov chain that models real gross domestic product (GDP) dynamics in Create Markov Chain from Stochastic Transition Matrix. ...
Markov chain Monte Carlo estimation of normal ogive IRT models in MATLAB - Sheng - 2008 () Citation Context ...s (such as in the applications of[16] and[17]), has a disadvantage associated with the nonconvergence problem unless strong informative priors are specified for the item slope and...
State classification combines graph-theoretic algorithms, such as the bfsearch (breadth-first search) object function of a MATLAB graph object, but with more direct matrix computations specific to Markov chain theory. The subchain method allows you to extract specific communicating classes from the ...
bins = classify(mc) partitions states of the discrete-time Markov chain mc into disjoint communicating classes and returns the class labels bins identifying the communicating class to which each state belongs. example [bins,ClassStates,ClassRecurrence,ClassPeriod] = classify(mc) additionally returns th...
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classification combines graph-theoretic algorithms, such as thebfsearch(breadth-first search) object function of a MATLABgraphobject, but with more direct matrix computations specific to Markov chain theory. Thesubchainmethod allows you to extract specific communicating classes from the chain for further...
This MATLAB function transforms the discrete-time Markov chain mc into the lazy chain lc with an adjusted state inertia.
Visualize the transition probabilities as well as the switching mechanism for the regime shifts using Markov chain graph plotting functionality Assemble a switching model using built-in functionality in the Econometrics Toolbox to switch between the sub models in different macroeconomic regimes ...