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Markov chain block coordinate descent.
Tao Sun
Yuejiao Sun
Yangyang Xu
Wotao Yin
Published in:
Comput. Optim. Appl. (2020)
Keyphrases
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markov chain
finite state
steady state
monte carlo
random walk
stationary distribution
state space
markov process
transition probabilities
monte carlo method
stochastic process
markov model
transition matrix
monte carlo simulation
search space
markov chain monte carlo
maximum likelihood
least squares