Markov Models for disease progression are common in medical decision making (see references below). The parameters in a Markov model can be estimated by observing the time it takes patients in any ...

We study Markov regime-switching Gaussian autoregressive models that capture temporal heterogeneity exhibited by time series data. Constructing a Markov regime-switching model requires making several ...

Understanding the heterogeneity over spatial locations is an important problem that has been widely studied in applications such as economics and environmental science. We focus on regression models ...