A learning scheme for stationary probabilities of large markov chains with examples.
Vivek S. BorkarD. J. DasA. Datta BanikD. ManjunathPublished in: Allerton (2008)
Keyphrases
- learning scheme
- markov chain
- transition probabilities
- steady state
- markov process
- finite state
- random walk
- learning algorithm
- markov processes
- stationary distribution
- monte carlo
- monte carlo method
- markov model
- non stationary
- state space
- stochastic process
- probabilistic automata
- probability distribution
- markov models
- assemble to order systems
- information extraction
- single server
- conditional probabilities
- passive aggressive