High-order Markov chain models extend the conventional framework by incorporating dependencies that span several previous states rather than solely the immediate past. This extension allows for a ...

Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...

The Andersson-Madigan-Perlman (AMP) Markov property is a recently proposed alternative Markov property (AMP) for chain graphs. In the case of continuous variables with a joint multivariate Gaussian ...

We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models ...