Fastest Mixing Markov Chain on Graphs with Symmetries.
Stephen P. BoydPersi DiaconisPablo A. ParriloLin XiaoPublished in: SIAM J. Optim. (2009)
Keyphrases
- markov chain
- steady state
- transition probabilities
- finite state
- monte carlo
- random walk
- stationary distribution
- state space
- stochastic process
- monte carlo method
- monte carlo simulation
- markov process
- directed graph
- transition matrix
- markov model
- search algorithm
- gibbs sampler
- machine learning
- algo rithm
- state transition
- spanning tree
- graph mining
- optimal policy
- parameter estimation
- dynamic programming
- hidden markov models