An Efficient Representation on GPU for Transition Rate Matrices for Markov Chains.
Jaroslaw BylinaBeata BylinaMarek KarwackiPublished in: PPAM (1) (2013)
Keyphrases
- markov chain
- steady state
- transition probabilities
- markov model
- finite state
- monte carlo
- markov processes
- state space
- markov process
- state transition
- random walk
- stationary distribution
- monte carlo method
- transition matrix
- monte carlo simulation
- stochastic process
- probabilistic automata
- assemble to order systems
- confidence intervals
- least squares