Conditional Independence between Markov Chains (Simulations)
Autor(es) e Instituição:
Márcio Luis Lanfredi Viola, Jesus Enrique Garcia, Verónica Andrea González-López
UNICAMP
Apresentador:
Márcio Luis Lanfredi Viola
The aim of this work is to develop a methodology for investigating the dependence between Markov chains, that is, the objective is to obtain a procedure to verify if the process are conditionally dependents.
The main idea is to apply the Bayesian information criterion (BIC).
We show the procedure and its proof and we show three simulation scenarios.
Resumo estendido:
