Minimal auxiliary Markov chains through sequential elimination of states.
Donald E. K. MartinPublished in: Commun. Stat. Simul. Comput. (2019)
Keyphrases
- markov chain
- transition probabilities
- transition matrix
- state transition
- steady state
- finite state
- markov processes
- state space
- monte carlo
- random walk
- markov process
- stationary distribution
- monte carlo simulation
- monte carlo method
- stochastic process
- confidence intervals
- sample path
- assemble to order systems
- markov model
- probabilistic automata
- directed graph
- information theoretic
- higher order
- machine learning