Fully polynomial-time computation of maximum likelihood trajectories in Markov chains.
Yuri GrinbergTheodore J. PerkinsPublished in: Inf. Process. Lett. (2017)
Keyphrases
- markov chain
- maximum likelihood
- steady state
- finite state
- transition probabilities
- markov processes
- markov process
- monte carlo
- stationary distribution
- markov model
- state space
- monte carlo method
- random walk
- stochastic process
- probabilistic automata
- monte carlo simulation
- transition matrix
- maximum a posteriori
- parameter estimation
- special case
- finite automata
- assemble to order systems
- em algorithm
- optimal solution