Computationally Efficient Estimation of the Spectral Gap of a Markov Chain.
Richard CombesMikael TouatiPublished in: SIGMETRICS (Abstracts) (2019)
Keyphrases
- markov chain
- computationally efficient
- monte carlo simulation
- importance sampling
- steady state
- transition probabilities
- monte carlo
- finite state
- stochastic process
- markov process
- stationary distribution
- monte carlo method
- random walk
- state space
- markov model
- transition matrix
- state transition
- markov chain monte carlo
- closed form
- parameter estimation
- maximum likelihood
- probability distribution
- gibbs sampler
- machine learning