Computing the nearest reversible Markov chain.

A. J. N. Nielsen M. Weber

Published in: Numer. Linear Algebra Appl. (2015)

Keyphrases

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