Alternating Markov Chains for Distribution Estimation in the Presence of Errors
Farzad FarnoudNarayana P. SanthanamOlgica MilenkovicPublished in: CoRR (2012)
Keyphrases
- markov chain
- transition probabilities
- stationary distribution
- monte carlo simulation
- steady state
- importance sampling
- monte carlo
- finite state
- markov process
- markov model
- state space
- random walk
- product form
- markov processes
- estimation error
- confidence intervals
- stochastic process
- monte carlo method
- transition matrix
- probabilistic automata
- assemble to order systems
- exponential family
- markov chain monte carlo
- random variables
- probability distribution
- algo rithm
- objective function