An Imprecise Probabilistic Estimator for the Transition Rate Matrix of a Continuous-Time Markov Chain.
Thomas E. KrakAlexander ErreygersJasper De BockPublished in: CoRR (2018)
Keyphrases
- markov chain
- transition matrix
- importance sampling
- steady state
- finite state
- confidence intervals
- markov processes
- state transition
- markov process
- state space
- probabilistic model
- monte carlo
- transition probabilities
- markov model
- monte carlo method
- stationary distribution
- stochastic process
- generative model
- random walk
- bayesian networks
- monte carlo simulation
- maximum likelihood
- population size
- least squares
- genetic algorithm
- random sampling
- belief networks
- algo rithm