A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping.
Roy CerquetiPaolo FalboCristian PelizzariFederica RiccaAndrea ScozzariPublished in: Ann. Oper. Res. (2017)
Keyphrases
- transition probabilities
- markov chain
- mixed integer linear program
- linear program
- mixed integer linear programming
- feasible solution
- steady state
- random walk
- stationary distribution
- state space
- packing problem
- linear programming
- markov model
- information extraction
- markov models
- mixed integer
- transition matrix
- mathematical model
- semi supervised