Fastest Mixing Markov Chain on a Compact Manifold.

Shiba Biswal Karthik Elamvazhuthi Spring Berman

Published in: CDC (2019)

Keyphrases

markov chain
steady state
finite state
monte carlo
transition probabilities
stochastic process
random walk
state space
markov process
stationary distribution
monte carlo method
monte carlo simulation
markov model
low dimensional
transition matrix
state transition
high dimensional
maximum entropy