We can define any Markov process by defining its density. Geyer's triplet process is defined by the density f(x) < $1()q
Posted: Fri Apr 29, 2022 11:49 am
We can define any Markov process by defining its density. Geyer's triplet process is defined by the density f(x) < $1()q8R(r)g+R() where B, 7, 8, R are non-negative parameters, n(x) is the number of points in X, SR(2) is the number of R-close (unordered) pairs of points in x, and tR(x) is the number of (unordered) triplets of points in x with all pairs being R-close.
(a) Does this model belong to the exponential family? (b) Find the score function and the observed Fisher information.
(a) Does this model belong to the exponential family? (b) Find the score function and the observed Fisher information.