Efficient Continuous-Time Markov Chain Estimation.
Monir HajiaghayiBonnie KirkpatrickLiangliang WangAlexandre Bouchard-CôtéPublished in: ICML (2014)
Keyphrases
- markov chain
- monte carlo simulation
- steady state
- finite state
- importance sampling
- monte carlo
- markov processes
- random walk
- transition probabilities
- monte carlo method
- stationary distribution
- markov model
- stochastic process
- state space
- markov process
- markov chain monte carlo
- transition matrix
- neural network
- gibbs sampler