Nearest neighbor conditional estimation for Harris recurrent Markov chains.
Alessio SancettaPublished in: J. Multivar. Anal. (2009)
Keyphrases
- markov chain
- nearest neighbor
- monte carlo simulation
- steady state
- transition probabilities
- finite state
- monte carlo
- knn
- probabilistic automata
- monte carlo method
- stochastic process
- markov model
- random walk
- state space
- markov process
- markov processes
- high dimensional
- stationary distribution
- transition matrix
- training set
- machine learning
- mutual information
- confidence intervals
- finite automata
- search algorithm