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Visualizations for assessing convergence and mixing of Markov chain Monte Carlo simulations.
Jaakko Peltonen
Jarkko Venna
Samuel Kaski
Published in:
Comput. Stat. Data Anal. (2009)
Keyphrases
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monte carlo simulation
markov chain
monte carlo
steady state
finite state
markov process
random walk
stochastic process
state space
transition probabilities
markov model
monte carlo method
stationary distribution
machine learning