搜索结果: 1-15 共查到“数学 markov chain”相关记录22条 . 查询时间(0.101 秒)
Fastest mixing Markov chain on a graph
Markov chains second largest eigenvalue modulus fast mixing semidefinite programming subgradient method
2015/8/11
We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equ...
Fastest mixing Markov chain on a path
Random walks symmetrical transition probability markov chain the uniform distribution the transfer matrix
2015/8/10
We consider a random walk on a path with n nodes, with symmetric transition probabilities, i.e., the probability of making a transition between node i and node i+1 is the same as making a transition f...
Fastest mixing Markov chain on graphs with symmetries
Markov chains fast mixing eigenvalue optimization semidefi nite programming graph automorphism group representation
2015/8/10
We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (i.e., find the transition probabilities on the edges to minimize the second-largest ei...
From shuffling cards to walking around the building:An Inetroduction to modern markov chain theory
Shuffle CARDS walk around buildings markov chain theory
2015/7/14
From shuffling cards to walking around the building:An Inetroduction to modern markov chain theory。
Fastest Mixing Markov Chain on a Graph。
ANALYSIS OF A BOSE-EINSTEIN MARKOV CHAIN
Convergence rate markov chain stationarity k arcsine
2015/7/8
This paper gives sharp rates of convergence to stationarity for a Markov chain generating Bose-Einstein configurations of n balls in k boxes. The analysis leads to curious identities for the arc...
Fastest mixing Markov chain on a path
Distribution probability the edge markov chain random walk
2015/7/8
We consider the problem of assigning transition probabilities to the edges of a path, so the resulting Markov chain or random walk mixes as rapidly as possible. In this note we prove that fastest mixi...
The Markov Chain Monte Carlo Revolution。
Some things we’ve learned (about Markov chain Monte Carlo)
Markov chains nonreversible chains rates of convergence
2015/7/7
This paper offers a personal review of some things we’ve learned about rates of convergence of Markov chains to their stationary distributions. The main topic is ways of speeding up diffusive behavior...
de Finetti Priors using Markov chain Monte Carlo computations
Priors MCMC Contingency Tables Bayesian Inference Independence
2015/7/7
de Finetti Priors using Markov chain Monte Carlo computations。
Rao-Blackwellised Interacting Markov Chain Monte Carlo for Electromagnetic Scattering Inversion
Rao-Blackwellised Markov Chain Monte Carlo Electromagnetic Scattering Inversion
2012/11/22
The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scattering measurement, ...
The three-state toric homogeneous Markov chain model has Markov degree two
three-state toric Markov chain model Markov degree two Statistics Theory
2012/7/9
We prove that the three-state toric homogenous Markov chain model has Markov degree two. In algebraic terminology, that a certain class of toric ideals are generated by quadratic binomials. This was c...
Normality of the three-state toric homogeneous Markov chain model
Markov bases toric homogeneous Markov chains polyhedrons semigroups
2012/4/16
Markov chain models had proved to be useful tools in many fields, such as physic, chemistry, information sciences, economics, finances, mathematical biology, social sciences, and statistics for analyz...
Ruin theory with a Markov chain interest model
Probability Markov chain Ruin function Interest
2011/11/5
In this paper we consider a discrete time risk process with a Markov chain interest model. We derive recursive equations satisfied respectively by the joint distribution of surplus immediately before ...
On nonlinear Markov chain Monte Carlo
Foster–Lyapunov condition interacting Markov chains nonlinear Markov kernels Poisson equation
2011/9/9
Abstract: Let $\mathscr{P}(E)$ be the space of probability measures on a measurable space $(E,\mathcal{E})$. In this paper we introduce a class of nonlinear Markov chain Monte Carlo (MCMC) methods for...