Perfect Sampling of Markov Chains with Piecewise Homogeneous Events
Ana BusicBruno GaujalFurcy PinPublished in: CoRR (2010)
Keyphrases
- markov chain
- monte carlo
- markov chain monte carlo
- importance sampling
- transition probabilities
- steady state
- gibbs sampler
- finite state
- stationary distribution
- random walk
- markov processes
- stochastic process
- monte carlo simulation
- probabilistic automata
- markov process
- markov model
- monte carlo method
- state space
- transition matrix
- sample size
- optimal solution