Fast MCMC sampling for Markov jump processes and extensions
Markov jump processes (or continuous-time Markov chains) are a simple and important class of continuous-time dynamical systems. In this paper, we tackle the problem of simulating from the posterior distribution over paths in these models, given partial and noisy observations. Our approach is an auxi...
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| Format: | Journal article |
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Journal of Machine Learning Research
2013
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