Exponential inequalities for nonstationary Markov Chains.
Pierre AlquierPaul DoukhanXiequan FanPublished in: CoRR (2018)
Keyphrases
- non stationary
- markov chain
- markov processes
- steady state
- finite state
- transition probabilities
- sufficient conditions
- state space
- markov process
- markov model
- random walk
- monte carlo method
- stationary distribution
- random fields
- adaptive algorithms
- stochastic process
- probabilistic automata
- transition matrix
- empirical mode decomposition
- autoregressive
- concept drift
- stochastic processes
- information extraction
- higher order
- machine learning
- queue length
- confidence intervals