On Mixtures of Markov Chains.

Rishi Gupta Ravi Kumar Sergei Vassilvitskii

Published in: NIPS (2016)

Keyphrases

markov chain
steady state
transition probabilities
finite state
mixture model
markov process

random walk
monte carlo
monte carlo simulation
stationary distribution
markov model
monte carlo method

markov processes
state space
stochastic process
gaussian mixture
heavy tailed
probabilistic automata

confidence intervals
assemble to order systems
pattern matching
probabilistic model
transition matrix