Bounding convergence rates for Markov chains: An example of the use of computer algebra.
John E. KolassaPublished in: Stat. Comput. (2001)
Keyphrases
- markov chain
- computer algebra
- convergence rate
- learning rate
- steady state
- theorem prover
- upper bound
- transition probabilities
- markov model
- monte carlo
- finite state
- stochastic process
- markov processes
- markov process
- state space
- global convergence
- automated theorem provers
- primal dual
- stationary distribution
- random walk
- sample path
- transition matrix
- gaussian kernels
- inference rules
- computer algebra systems