Fitting feature-dependent Markov chains.
Shane T. BarrattStephen P. BoydPublished in: J. Glob. Optim. (2023)
Keyphrases
- markov chain
- steady state
- transition probabilities
- finite state
- markov processes
- monte carlo
- state space
- monte carlo method
- markov model
- stationary distribution
- markov process
- probabilistic automata
- random walk
- stochastic process
- transition matrix
- monte carlo simulation
- least squares
- sample path
- confidence intervals
- graphical models
- machine learning
- queueing theory