A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain.

Dianne P. O'Leary Yuan-Jye Jason Wu

Published in: SIAM J. Matrix Anal. Appl. (1996)

Keyphrases

markov chain
markov model
monte carlo
steady state
objective function
dynamic programming
algo rithm
monte carlo simulation
search space
random walk
higher order
energy function
parameter estimation
prior information
expectation maximization
finite state
monte carlo method
probabilistic model