Accurate Inexact Calculations of Non-Homogeneous Markov Chains.
Jan ReznícekMartin KohlíkHana KubátováPublished in: DSD (2019)
Keyphrases
- markov chain
- steady state
- finite state
- random walk
- monte carlo
- transition probabilities
- state space
- monte carlo simulation
- markov processes
- stationary distribution
- markov process
- markov model
- monte carlo method
- stochastic process
- transition matrix
- machine learning
- sample path
- queueing theory
- assemble to order systems
- least squares
- probabilistic model