Simple Bounds on the Convergence Rate of an Ergodic Markov Chain.
Slawomir PilarskiTiko KamedaPublished in: Inf. Process. Lett. (1993)
Keyphrases
- markov chain
- convergence rate
- stationary distribution
- steady state
- transition probabilities
- markov process
- finite state
- convergence speed
- learning rate
- monte carlo
- step size
- state space
- random walk
- stochastic process
- monte carlo simulation
- monte carlo method
- markov model
- transition matrix
- markov chain monte carlo
- upper bound
- numerical stability
- lp norm
- neural network
- support vector machine
- probability distribution
- cost function
- lower bound