Sampling Adsorbing Staircase Walks Using a New Markov Chain Decomposition Method.
Russell A. MartinDana RandallPublished in: FOCS (2000)
Keyphrases
- markov chain
- decomposition method
- monte carlo
- markov chain monte carlo
- importance sampling
- gibbs sampler
- steady state
- finite state
- decomposition methods
- stationary distribution
- markov model
- stochastic process
- transition probabilities
- random walk
- state space
- markov process
- monte carlo method
- monte carlo simulation
- transition matrix
- random sampling
- decomposition algorithm
- gibbs sampling