Heat-bath Markov chains have no negative eigenvalues
Catherine S. GreenhillMario UllrichPublished in: CoRR (2013)
Keyphrases
- markov chain
- steady state
- transition probabilities
- monte carlo
- finite state
- markov process
- random walk
- monte carlo method
- stochastic process
- monte carlo simulation
- covariance matrix
- stationary distribution
- markov model
- state space
- markov processes
- transition matrix
- machine learning
- probabilistic automata
- sample path
- bayesian networks
- principal component analysis
- dynamic programming