Mixing Time Estimation in Ergodic Markov Chains from a Single Trajectory with Contraction Methods.

Geoffrey Wolfer

Published in: CoRR (2019)

Keyphrases

markov chain
monte carlo simulation
steady state
state space
finite state
stationary distribution
graphical models
monte carlo
markov process
random walk
markov decision processes
density estimation
markov model
transition probabilities
monte carlo method
weighted sums