A decomposition based proof for fast mixing of a Markov chain over balanced realizations of a joint degree matrix.
Péter L. ErdösIstván MiklósZoltán ToroczkaiPublished in: CoRR (2013)
Keyphrases
- markov chain
- transition matrix
- steady state
- transition probabilities
- markov process
- stationary distribution
- finite state
- markov model
- monte carlo method
- monte carlo
- state space
- random walk
- monte carlo simulation
- stochastic process
- random variables
- markov chain monte carlo
- hidden markov models
- learning algorithm
- markov decision process