A Matrix Chernoff Bound for Markov Chains and Its Application to Co-occurrence Matrices.
Jiezhong QiuChi WangBen LiaoRichard PengJie TangPublished in: NeurIPS (2020)
Keyphrases
- markov chain
- transition matrix
- steady state
- finite state
- upper bound
- random walk
- monte carlo
- monte carlo method
- transition probabilities
- stochastic process
- markov model
- markov process
- markov processes
- monte carlo simulation
- worst case
- state space
- stationary distribution
- probabilistic automata
- least squares
- reinforcement learning