Exploring the state sequence space for hidden Markov and semi-Markov chains.
Yann GuédonPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- markov chain
- transition probabilities
- state space
- steady state
- state transition
- markov process
- finite state
- markov processes
- random walk
- monte carlo
- probabilistic automata
- random numbers
- monte carlo simulation
- stationary distribution
- markov model
- monte carlo method
- stochastic process
- markov models
- uniformly distributed
- search space
- dynamic programming