Optimal Prediction of Markov Chains With and Without Spectral Gap.
Yanjun HanSoham JanaYihong WuPublished in: IEEE Trans. Inf. Theory (2023)
Keyphrases
- markov chain
- steady state
- finite state
- markov processes
- transition probabilities
- monte carlo
- markov process
- state space
- dynamic programming
- markov model
- stationary distribution
- random walk
- monte carlo method
- monte carlo simulation
- stochastic process
- optimal solution
- random numbers
- transition matrix
- information theory
- pattern matching
- probabilistic automata