Efficient Sampling Procedure for Selecting the Largest Stationary Probability of a Markov Chain.

Haidong Li Xiaoyun Xu Yijie Peng Chun-Hung Chen

Published in: CASE (2018)

Keyphrases

markov chain
transition probabilities
sampling procedure
steady state
finite state
random walk
markov model
monte carlo method
monte carlo
transition matrix
state space
stationary distribution
monte carlo simulation
markov chain monte carlo
data streams
markov models