On performance potentials and conditional Monte Carlo for gradient estimationfor Markov chains.
Xi-Ren CaoMichael C. FuJian-Qiang HuPublished in: Ann. Oper. Res. (1999)
Keyphrases
- markov chain
- monte carlo
- steady state
- random walk
- monte carlo simulation
- finite state
- state space
- importance sampling
- stationary distribution
- markov model
- transition probabilities
- monte carlo methods
- adaptive sampling
- markovian decision
- monte carlo method
- higher order
- markov processes
- transition matrix
- monte carlo tree search
- weighted sums
- confidence intervals
- matrix inversion
- machine learning
- potential functions
- markov chain monte carlo
- model selection
- point processes