Analysis of non-reversible Markov chains via similarity orbits.
Michael C. H. ChoiPierre PatiePublished in: Comb. Probab. Comput. (2020)
Keyphrases
- markov chain
- markov process
- monte carlo
- state space
- markov processes
- steady state
- stationary distribution
- finite state
- sample path
- stochastic process
- transition probabilities
- similarity measure
- markov model
- monte carlo simulation
- kullback leibler divergence
- random walk
- higher order
- monte carlo method
- machine learning
- probabilistic automata