On sampling with Markov chains.
Fan R. K. ChungRonald L. GrahamShing-Tung YauPublished in: Random Struct. Algorithms (1996)
Keyphrases
- markov chain
- monte carlo
- markov chain monte carlo
- importance sampling
- steady state
- gibbs sampler
- finite state
- markov process
- random walk
- transition probabilities
- stochastic process
- markov processes
- markov model
- monte carlo method
- transition matrix
- monte carlo simulation
- state space
- stationary distribution
- sample size
- assemble to order systems
- confidence intervals
- gibbs sampling
- markov models
- probabilistic automata
- optimal solution
- random sampling
- higher order
- search space