An Empirical Bayes Model for Markov-Dependent Binary Sequences with Randomly Missing Observations
随机缺失观测下马尔可夫依赖二元序列的经验贝叶斯模型
We develop an improved empirical Bayes estimation methodology for the analysis of two-state Markov chains observed from heterogeneous individuals. First, the two transition probabilities corresponding to each chain are assumed to be drawn from a common, bivariate distribution that has beta marginals. Second, randomly missing observations are incorporated into the likelihood for the hyperparameters by efficiently summing over all possible values for the missing observations.…