Fastest Mixing Markov Chain on a Path.

Stephen P. Boyd Persi Diaconis Jun Sun Lin Xiao

Published in: Am. Math. Mon. (2006)

Keyphrases

markov chain
steady state
finite state
transition probabilities
markov process
monte carlo method
stationary distribution
monte carlo
state space
monte carlo simulation
markov model
stochastic process
random walk
transition matrix
cross validation
state transition
markov chain monte carlo