Markov Chain Simulation with Fewer Random Samples.

Dimitrios Milios Stephen Gilmore

Published in: Electron. Notes Theor. Comput. Sci. (2013)

Keyphrases

markov chain
random samples
monte carlo method
monte carlo simulation
steady state
monte carlo
transition probabilities
state space
stationary distribution
random sampling
markov model
standard deviation
random walk
sample size
transition matrix
markov chain monte carlo
uniform distribution
machine learning