Exact estimation for Markov chain equilibrium expectations.
Peter W. GlynnChang-han RheePublished in: J. Appl. Probab. (2014)
Keyphrases
- markov chain
- monte carlo simulation
- steady state
- importance sampling
- markov process
- finite state
- transition probabilities
- random walk
- monte carlo
- markov model
- stationary distribution
- stochastic process
- monte carlo method
- state space
- transition matrix
- state transition
- bayesian networks
- probability distribution
- gibbs sampler
- image segmentation