Variance-reduced simulation of lattice discrete-time Markov chains with applications in reaction networks.
Peter A. MaginnisMatthew WestGeir E. DullerudPublished in: J. Comput. Phys. (2016)
Keyphrases
- markov chain
- monte carlo method
- markov processes
- steady state
- monte carlo simulation
- finite state
- monte carlo
- stationary distribution
- state space
- markov process
- random walk
- transition probabilities
- stochastic process
- markov model
- sample path
- transition matrix
- social networks
- non stationary
- variance reduction
- higher order
- reinforcement learning
- learning algorithm
- probabilistic automata
- assemble to order systems