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On complexity and randomness of Markov-chain prediction.
Joel Ratsaby
Published in:
ITW (2015)
Keyphrases
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markov chain
finite state
steady state
transition probabilities
state space
monte carlo method
prediction accuracy
stationary distribution
random walk
monte carlo
monte carlo simulation
markov process
markov model
stochastic process
transition matrix
markov chain monte carlo
learning algorithm