Markov Chain Block Coordinate Descent.
Tao SunYuejiao SunYangyang XuWotao YinPublished in: CoRR (2018)
Keyphrases
- markov chain
- steady state
- finite state
- monte carlo method
- stationary distribution
- markov process
- transition probabilities
- stochastic process
- markov model
- monte carlo simulation
- monte carlo
- transition matrix
- random walk
- markov chain monte carlo
- state space
- gibbs sampler
- state transition
- mathematical model
- least squares
- optimal solution