On the determinant and its derivatives of the rank-one corrected generator of a Markov chain on a graph.
Jerzy A. FilarMichael HaythorpeWalter MurrayPublished in: J. Glob. Optim. (2013)
Keyphrases
- markov chain
- random walk
- transition matrix
- steady state
- transition probabilities
- monte carlo method
- monte carlo
- finite state
- markov process
- stationary distribution
- state space
- monte carlo simulation
- stochastic process
- markov model
- random numbers
- higher order
- graph structure
- directed graph
- directed acyclic graph
- markov chain monte carlo
- undirected graph
- link analysis
- gibbs sampler
- search space