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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.
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2-step sampling from a conditional density
The setting is as follows:
We are given two random variables $X : \Omega \to \mathbb{R}$ and $\Theta : \Omega \to T$ for some 'parameter space' $T \subset \mathbb{R}$, and
1) we know the density of …
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Markov processes: Construction of the state variables
I have asked this question on stats.se.com but I did not receive an answer. Given is the description of a probabilistic finite state machine and I want to 'translate this' into a Markov process 'on it …