A Gillespie Algorithm for Non-Markovian Stochastic Processes.

Naoki Masuda Luis E. C. Rocha

Published in: SIAM Rev. (2018)

Keyphrases

stochastic processes
k means
segmentation algorithm
learning algorithm
search space
dynamic programming
probability distribution
expectation maximization
stochastic process
information retrieval
similarity measure
reinforcement learning
information extraction
kalman filter