Estimating a Gaussian random walk first-passage time from noisy or delayed observations.

Marat V. Burnashev Aslan Tchamkerten

Published in: ISIT (2011)

Keyphrases

random walk
markov chain
directed graph
link prediction
multi db
markov random walk
transition probabilities
transition probability matrix
maximum likelihood
search algorithm
spectral methods
proximity measures
pagerank algorithm
flow graph
hyper graph
stationary distribution
tag ranking