Alternating Markov chains for distribution estimation in the presence of errors.
Farzad FarnoudNarayana P. SanthanamOlgica MilenkovicPublished in: ISIT (2012)
Keyphrases
- markov chain
- transition probabilities
- stationary distribution
- monte carlo simulation
- steady state
- importance sampling
- monte carlo
- finite state
- random walk
- product form
- markov process
- stochastic process
- markov model
- markov processes
- state space
- monte carlo method
- confidence intervals
- estimation error
- transition matrix
- assemble to order systems
- probabilistic automata
- markov chain monte carlo
- probability distribution
- maximum likelihood estimation
- reinforcement learning
- machine learning