Solving inverse problem of Markov chain with partial observations.

Tetsuro Morimura Takayuki Osogami Tsuyoshi Idé

Published in: NIPS (2013)

Keyphrases

markov chain
partial observations
steady state
state space
finite state
monte carlo
partially observable
transition probabilities
monte carlo simulation
monte carlo method
stationary distribution
random walk
transition matrix
dynamic programming
markov model