Statistical Windows in Testing for the Initial Distribution of a Reversible Markov Chain.
Quentin BerthetVarun KanadePublished in: AISTATS (2019)
Keyphrases
- markov chain
- confidence intervals
- stationary distribution
- transition probabilities
- steady state
- finite state
- monte carlo
- product form
- state space
- markov process
- monte carlo simulation
- monte carlo method
- markov model
- stochastic process
- random walk
- random variables
- transition matrix
- markov chain monte carlo
- probability distribution
- machine learning
- neural network
- reinforcement learning