An Imprecise Probabilistic Estimator for the Transition Rate Matrix of a Continuous-Time Markov Chain.
Thomas E. KrakAlexander ErreygersJasper De BockPublished in: SMPS (2018)
Keyphrases
- markov chain
- transition matrix
- importance sampling
- steady state
- finite state
- transition probabilities
- monte carlo
- markov processes
- state transition
- random walk
- confidence intervals
- stationary distribution
- markov process
- state space
- stochastic process
- monte carlo method
- monte carlo simulation
- generative model
- markov model
- posterior probability
- bayesian networks
- maximum likelihood
- least squares
- probabilistic model
- markov chain monte carlo
- probability distribution
- dynamic programming
- prior knowledge
- search algorithm
- gibbs sampler
- reinforcement learning