Estimation of the Parameters of Continuous-Time Finite Markov Chain.
Alexander M. AndronovIrina JackivaDiana SantalovaPublished in: DCCN (2019)
Keyphrases
- markov chain
- transition probabilities
- monte carlo simulation
- steady state
- importance sampling
- finite state
- parameter estimation
- monte carlo
- maximum likelihood estimation
- markov processes
- markov process
- random walk
- stationary distribution
- monte carlo method
- state space
- maximum likelihood
- stochastic process
- markov model
- neural network
- finite number
- population size
- transition matrix
- markov chain monte carlo
- parameter space
- expectation maximization
- machine learning