Infinite Mixtures of Markov Chains.
Jan ReuboldAhcène BoubekkiThorsten StrufeUlf BrefeldPublished in: NFMCP@PKDD/ECML (2017)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- markov processes
- stochastic process
- markov process
- stationary distribution
- monte carlo
- state space
- mixture model
- random walk
- monte carlo method
- markov model
- monte carlo simulation
- gaussian mixture
- transition matrix
- uniformly distributed
- confidence intervals
- maximum entropy
- probabilistic automata