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Showing posts with the label Markov Chains

Negative Binomial Mixture In Pymc

I am trying to fit a Negative binomial mixture with PyMC. It seems I do something wrong, because th… Read more Negative Binomial Mixture In Pymc

Best Way To Calculate The Fundamental Matrix Of An Absorbing Markov Chain?

I have a very large absorbing Markov chain (scales to problem size -- from 10 states to millions) t… Read more Best Way To Calculate The Fundamental Matrix Of An Absorbing Markov Chain?