A Tutorial on the Spectral Theory of Markov Chains.
Eddie SeabrookLaurenz WiskottPublished in: Neural Comput. (2023)
Keyphrases
- markov chain
- steady state
- stationary distribution
- transition probabilities
- finite state
- markov process
- markov processes
- monte carlo simulation
- state space
- monte carlo method
- markov model
- stochastic process
- random walk
- monte carlo
- probabilistic automata
- higher order
- sample path
- transition matrix
- assemble to order systems
- information theory
- non stationary
- least squares
- machine learning