On the use of two QMR algorithms for solving singular systems and applications in Markov chain modeling.
Roland W. FreundMarlis HochbruckPublished in: Numer. Linear Algebra Appl. (1994)
Keyphrases
- markov chain
- random walk
- transition probabilities
- finite state
- learning algorithm
- monte carlo
- transition matrix
- monte carlo simulation
- stationary distribution
- state space
- gibbs sampler
- steady state
- probabilistic inference
- complex systems
- higher order
- dynamic programming
- algo rithm
- monte carlo method
- markov chain monte carlo
- markov model
- mathematical models