Perfect sampling of Markov chains with piecewise homogeneous events.
Ana BusicBruno GaujalFurcy PinPublished in: Perform. Evaluation (2012)
Keyphrases
- markov chain
- monte carlo
- markov chain monte carlo
- importance sampling
- steady state
- gibbs sampler
- finite state
- transition probabilities
- markov model
- random walk
- markov process
- state space
- markov processes
- monte carlo method
- stochastic process
- stationary distribution
- monte carlo simulation
- probabilistic automata
- transition matrix
- assemble to order systems
- gibbs sampling
- machine learning
- variance reduction
- sampling methods
- least squares
- hidden markov models
- search algorithm