Fast Mixing Markov Chains for Strongly Rayleigh Measures, DPPs, and Constrained Sampling.
Chengtao LiSuvrit SraStefanie JegelkaPublished in: NIPS (2016)
Keyphrases
- markov chain
- point processes
- monte carlo
- steady state
- importance sampling
- markov chain monte carlo
- transition probabilities
- finite state
- state space
- markov process
- stochastic process
- gibbs sampler
- random matrix theory
- markov model
- random walk
- markov processes
- stationary distribution
- transition matrix
- probabilistic automata
- monte carlo method
- hot spots
- model selection
- reinforcement learning