A distance-based diagnostic for trans-dimensional Markov chains.
Scott A. SissonYanan FanPublished in: Stat. Comput. (2007)
Keyphrases
- markov chain
- steady state
- transition probabilities
- monte carlo
- random walk
- finite state
- monte carlo method
- markov process
- state space
- markov model
- probabilistic automata
- stationary distribution
- markov processes
- monte carlo simulation
- stochastic process
- transition matrix
- outlier detection
- euclidean distance
- distance measure
- assemble to order systems
- single server
- hidden markov models