The Jump Start Power Method: A New Approach for Computing the Ergodic Projector of a Finite Markov Chain.
Joost BerkhoutBernd HeidergottPublished in: J. Sci. Comput. (2019)
Keyphrases
- markov chain monte carlo
- markov chain
- monte carlo method
- steady state
- monte carlo
- monte carlo simulation
- markov process
- state space
- transition probabilities
- markov model
- transition matrix
- finite state
- parameter estimation
- random walk
- stationary distribution
- stochastic process
- algo rithm
- prior knowledge
- bayesian framework
- prior information
- directed graph
- model checking
- statistical model
- support vector machine
- optimal solution