Truncating Multi-Dimensional Markov Chains With Accuracy Guarantee.
Gagan SomashekarMohammad DelasayAnshul GandhiPublished in: MASCOTS (2022)
Keyphrases
- markov chain
- multi dimensional
- steady state
- state space
- finite state
- markov model
- markov processes
- markov process
- transition probabilities
- probabilistic automata
- monte carlo method
- stochastic process
- monte carlo simulation
- monte carlo
- random walk
- stationary distribution
- sample path
- confidence intervals
- random numbers
- transition matrix
- machine learning
- uniformly distributed
- mutual information
- least squares
- learning algorithm