Robust metropolis-hastings algorithm for safe reversible Markov chain synthesis.

Mahmoud El Chamie Behçet Açikmese

Published in: ACC (2016)

Keyphrases

markov chain
transition probabilities
monte carlo
random walk
state space
monte carlo method
monte carlo simulation
transition matrix
markov chain monte carlo
stationary distribution
metropolis hastings algorithm
importance sampling
machine learning
reinforcement learning
higher order