Fast filtering with new sparse transition Markov chains.
Ivan GoryninEmmanuel MonfriniWojciech PieczynskiPublished in: SSP (2016)
Keyphrases
- markov chain
- finite state
- steady state
- state transition
- transition probabilities
- markov process
- random walk
- monte carlo
- state space
- monte carlo simulation
- stationary distribution
- stochastic process
- probabilistic automata
- markov processes
- monte carlo method
- transition matrix
- markov model
- sample path
- queueing theory
- assemble to order systems
- queueing networks
- information theory
- markov random field