Nonparametric Density Estimation from Markov Chains.
Andrea De SimoneAlessandro MorandiniPublished in: CoRR (2020)
Keyphrases
- markov chain
- nonparametric density estimation
- density estimation
- random fields
- steady state
- transition probabilities
- markov process
- finite state
- random walk
- markov model
- stationary distribution
- state space
- mixture model
- stochastic process
- markov processes
- probabilistic automata
- parameter estimation
- transition matrix
- machine learning
- data streams
- feature extraction