Computationally Efficient Estimation of the Spectral Gap of a Markov Chain.
Richard CombesMikael TouatiPublished in: CoRR (2018)
Keyphrases
- markov chain
- computationally efficient
- monte carlo simulation
- steady state
- importance sampling
- transition probabilities
- monte carlo
- random walk
- markov process
- finite state
- markov model
- stochastic process
- monte carlo method
- stationary distribution
- transition matrix
- state space
- markov chain monte carlo
- state transition
- markov models
- parameter estimation
- dynamic programming