Independent unbiased coin flips from a correlated biased source-a finite stae Markov chain.
Manuel BlumPublished in: Comb. (1986)
Keyphrases
- markov chain
- steady state
- finite state
- state space
- monte carlo
- markov process
- transition probabilities
- random walk
- monte carlo method
- markov model
- highly correlated
- monte carlo simulation
- stationary distribution
- stochastic process
- markov chain monte carlo
- transition matrix
- gibbs sampler
- machine learning
- support vector machine