Offline Estimation of Controlled Markov Chains: Minimax Nonparametric Estimators and Sample Efficiency.
Imon BanerjeeHarsha HonnappaVinayak A. RaoPublished in: CoRR (2022)
Keyphrases
- markov chain
- steady state
- monte carlo simulation
- finite state
- importance sampling
- transition probabilities
- random walk
- stationary distribution
- density estimation
- confidence intervals
- markov processes
- markov process
- monte carlo
- asymptotic properties
- probabilistic automata
- markov model
- stochastic process
- transition matrix
- monte carlo method
- parzen window
- density estimators
- kernel density estimator
- sample size
- mutual information
- state space
- search algorithm
- bayesian networks