Parametric convergence analysis of an aggregated Markov chain.
Kutluyil DogancayPublished in: EUSIPCO (2010)
Keyphrases
- markov chain
- convergence analysis
- steady state
- global convergence
- monte carlo
- transition probabilities
- state space
- monte carlo method
- random walk
- monte carlo simulation
- markov model
- convergence rate
- stationary distribution
- approximation methods
- optimality conditions
- feature selection
- convergence speed
- optimization problems
- transition matrix