On the Metric-based Approximate Minimization of Markov Chains.
Giovanni BacciGiorgio BacciKim G. LarsenRadu MardarePublished in: CoRR (2018)
Keyphrases
- markov chain
- steady state
- transition probabilities
- finite state
- markov process
- monte carlo
- random walk
- stochastic process
- markov model
- stationary distribution
- monte carlo method
- transition matrix
- state space
- markov processes
- monte carlo simulation
- probabilistic automata
- confidence intervals
- markov chain monte carlo
- distance metric
- objective function
- metric learning
- hidden markov models