Concepedia

State-dependent Transition Probabilities

State-Dependent Transition Probabilities is a modeling construct in regime-switching models where the probability of transitioning from one regime to another depends explicitly on the current state or observable conditions, thereby allowing the dynamics of regime changes to vary according to the underlying system's state.

210

Publications

11.1K

Citations

515

Authors

276

Institutions

Publications per year

2017–2026

37

Parents

Publications

210

Modeling the conditional distribution of interest rates as a regime-switching process

Stephen Gray · Journal of Financial Economics · 1996 · 1.5K citations

, , +17

Robust Control of Markov Decision Processes with Uncertain Transition Matrices

Arnab Nilim, Laurent El Ghaoui · Operations Research · 2005 · 698 citations

, , +17

A stochastic model of human-machine interaction for learning dialog strategies

Esther Levin, Roberto Pieraccini, Wieland Eckert · IEEE Transactions on Speech and Audio Processing · 2000 · 523 citations

, , +14

Perturbation theory and finite Markov chains

Paul J. Schweitzer · Journal of Applied Probability · 1968 · 357 citations

, , +14

Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

Qiang Dai, Kenneth J. Singleton, Wei Yang · Review of Financial Studies · 2007 · 306 citations

, , +17

1–5 of 210

Authors

515

  1. DG
    Donald G. Truhlar

    University of Minnesota, United States

    5 publications · 135 citations

    5

    h-index

  2. DW
    David W. Schwenke

    Ames Research Center, United States

    4 publications · 106 citations

    4

    h-index

  3. DJ
    Donald J. Kouri

    University of Houston, United States

    3 publications · 82 citations

    3

    h-index

  4. DL
    Dmytro Lukianov

    Belarusian State University, Belarus

    3 publications · 79 citations

    3

    h-index

  5. BL
    Brandon L. Southall

    University of California, Santa Cruz, United States

    2 publications · 129 citations

    2

    h-index

1–5 of 515

Institutions

276

  1. University of California, Berkeley

    Berkeley, United States

    6 h-index

    13 publications

    2.5K citations

  2. University of Minnesota

    Minneapolis, United States

    6 h-index

    13 publications

    882 citations

  3. Centre National de la Recherche Scientifique

    Paris, France

    5 h-index

    11 publications

    893 citations

  4. Stanford University

    Stanford, United States

    5 h-index

    11 publications

    1.3K citations

  5. University of Michigan

    Ann Arbor, United States

    4 h-index

    8 publications

    229 citations

  6. Columbia University

    New York, United States

    4 h-index

    4 publications

    68 citations

  7. Purdue University West Lafayette

    West Lafayette, United States

    3 h-index

    6 publications

    247 citations

  8. Duke University

    Durham, United States

    3 h-index

    3 publications

    1.6K citations

1–8 of 276

Venues

  1. The Journal of Chemical Physics

    11 publications · 354 citations

    10

    h-index

  2. Journal of Applied Probability

    JAP · 9 publications · 661 citations

    9

    h-index

  3. PLoS ONE

    4 publications · 67 citations

    4

    h-index

  4. arXiv (Cornell University)

    Repository · 4 publications · 84 citations

    4

    h-index

  5. Chemical Physics Letters

    3 publications · 101 citations

    3

    h-index

1–5