Computationally Efficient Estimation of the Spectral Gap of a Markov Chain.
Richard CombesMikael TouatiPublished in: Proc. ACM Meas. Anal. Comput. Syst. (2019)
Keyphrases
- markov chain
- computationally efficient
- monte carlo simulation
- importance sampling
- steady state
- transition probabilities
- monte carlo
- finite state
- stationary distribution
- markov model
- monte carlo method
- state space
- markov process
- stochastic process
- random walk
- markov chain monte carlo
- transition matrix
- gibbs sampler
- algo rithm
- maximum likelihood estimation
- higher order
- computational complexity
- reinforcement learning
- genetic algorithm