Stochastic Bounds for Markov Chains on Intel Xeon Phi Coprocessor.
Jaroslaw BylinaPublished in: PPAM (1) (2017)
Keyphrases
- markov chain
- monte carlo
- stochastic process
- markov processes
- probabilistic automata
- intel xeon
- steady state
- markov process
- transition probabilities
- sample path
- monte carlo method
- finite state
- markov model
- state space
- random walk
- stationary distribution
- large deviations
- finite automata
- transition matrix
- variance reduction
- massively parallel
- confidence intervals
- stochastic model
- stochastic processes
- optimal solution
- dynamic programming
- probability distribution
- sensor networks
- sufficient conditions
- reinforcement learning