Regenerative Markov Chain Importance Sampling.
Andrew L. NguyenPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- markov chain
- importance sampling
- steady state
- monte carlo
- markov process
- variance reduction
- random walk
- state space
- transition probabilities
- markov chain monte carlo
- monte carlo method
- stationary distribution
- confidence intervals
- transition matrix
- markov processes
- graphical models
- information extraction
- search algorithm
- feature selection