On the optimal Markov chain of IS simulation.
Kenji NakagawaPublished in: IEEE Trans. Inf. Theory (2001)
Keyphrases
- markov chain
- monte carlo method
- monte carlo simulation
- steady state
- monte carlo
- finite state
- markov process
- transition probabilities
- stochastic process
- random walk
- stationary distribution
- markov model
- transition matrix
- dynamic programming
- optimal solution
- state space
- state transition
- closed form
- mathematical model
- search space
- pairwise
- learning algorithm
- neural network