A Generalized Markov-Chain Modelling Approach to (1,λ)-ES Linear Optimization: Technical Report.
Alexandre Adrien ChotardMartin HolenaPublished in: CoRR (2014)
Keyphrases
- markov chain
- technical report
- finite state
- steady state
- random walk
- transition probabilities
- monte carlo simulation
- monte carlo method
- markov process
- state space
- monte carlo
- stationary distribution
- transition matrix
- markov model
- stochastic process
- markov chain monte carlo
- machine learning
- closed form
- probability distribution
- gibbs sampler
- dynamic programming
- bayesian networks