Inference about stationary distributions of Markov chains based on divergences with observed frequencies.
María Luisa MenéndezDomingo MoralesLeandro PardoIgor VajdaPublished in: Kybernetika (1999)
Keyphrases
- stationary distribution
- markov chain
- markov process
- steady state
- markov chain monte carlo
- finite state
- transition probabilities
- product form
- random walk
- state space
- markov model
- transition matrix
- bayesian inference
- queue length
- queueing networks
- markov processes
- bregman divergences
- random fields
- sufficient conditions
- dynamic programming
- machine learning