Quantitative Convergence Rates for Subgeometric Markov Chains.
Christophe AndrieuGersende FortMatti ViholaPublished in: J. Appl. Probab. (2015)
Keyphrases
- markov chain
- convergence rate
- steady state
- finite state
- learning rate
- transition probabilities
- state space
- markov model
- markov process
- monte carlo
- random walk
- stationary distribution
- stochastic process
- global convergence
- markov processes
- sample path
- primal dual
- transition matrix
- gaussian kernels
- probabilistic automata
- number of iterations required
- numerical stability
- random numbers
- principal component analysis