How to Get an Exact Sample From a Generic Markov Chain and Sample a Random Spanning Tree From a Directed Graph, Both Within the Cover Time.
David Bruce WilsonJames Gary ProppPublished in: SODA (1996)
Keyphrases
- markov chain
- directed graph
- random walk
- spanning tree
- transition matrix
- monte carlo method
- undirected graph
- markov model
- monte carlo
- steady state
- markov process
- state space
- transition probabilities
- finite state
- stationary distribution
- monte carlo simulation
- sample size
- minimum weight
- bayesian networks
- minimum cost
- particle filter
- minimum spanning trees
- directed edges