Inverse Problem of Censored Markov Chain: Estimating Markov Chain Parameters from Censored Transition Data.
Masahiro KohjimaTakeshi KurashimaHiroyuki TodaPublished in: PAKDD (2) (2023)
Keyphrases
- markov chain
- transition probabilities
- steady state
- finite state
- monte carlo
- monte carlo simulation
- stationary distribution
- markov process
- monte carlo method
- random walk
- state space
- markov model
- state transition
- prior information
- transition matrix
- markov chain monte carlo
- probability distribution
- network structure
- maximum likelihood
- dynamic programming
- neural network