Finite-length analysis on tail probability and simple hypothesis testing for Markov chain.
Shun WatanabeMasahito HayashiPublished in: ISITA (2014)
Keyphrases
- markov chain
- hypothesis testing
- transition probabilities
- confidence intervals
- steady state
- monte carlo
- statistical analysis
- monte carlo simulation
- markov model
- markov process
- state space
- finite state
- transition matrix
- likelihood ratio
- probability distribution
- random walk
- statistical tests
- posterior probability
- stationary distribution
- objective function
- markov processes
- hypothesis test
- training data