A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds.
Alex InfangerPeter W. GlynnPublished in: CoRR (2022)
Keyphrases
- error bounds
- markov chain
- monte carlo
- theoretical analysis
- worst case
- finite state
- learning algorithm
- objective function
- transition probabilities
- computational complexity
- search space
- dynamic programming
- transition matrix
- state space
- optimal solution
- random walk
- monte carlo method
- markov model
- gaussian model
- expectation maximization
- monte carlo simulation
- steady state
- probabilistic model
- k means
- image segmentation