Estimation of Markov Chain via Rank-constrained Likelihood.
Xudong LiMengdi WangAnru ZhangPublished in: ICML (2018)
Keyphrases
- markov chain
- monte carlo simulation
- importance sampling
- steady state
- monte carlo
- finite state
- transition probabilities
- markov process
- stationary distribution
- monte carlo method
- random walk
- markov model
- state space
- transition matrix
- stochastic process
- maximum likelihood
- state transition
- markov chain monte carlo
- maximum likelihood estimation
- likelihood function
- markov models
- prior information
- search algorithm
- neural network