On the validity of the batch quantile method for Markov chains.

David F. Muñoz

Published in: Oper. Res. Lett. (2010)

Keyphrases

markov chain
pairwise
monte carlo method
transition probabilities
monte carlo simulation
similarity measure
transition matrix
markov model
em algorithm
machine learning
non stationary
statistical model
monte carlo
steady state
density estimation
generative model
mutual information
higher order