③燃烧期和混合时间:若一个Markov Chain经过t=1~m时间段的状态变换,在t=m+1时刻往后的随机变量就收敛到平稳分布,那么将t=[1,m]称为燃烧器,m称为mixing time。 MCMC方法相关概念简单小结: MH采样方法: 由于一个普通的Markov Chain每个时刻对应的随机变量Xt和每组相邻时刻间的{Pt,t+1}是不一样的,所以需要...
We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^纬$ additional edges, where $纬< 1$. We find that the mixing times of reversible Markov chains properly interpolate ...
Markov Chain:时间和状态都是离散的随机过程。 随机过程:研究对象是一个随机变量序列,而不是单个的随机变量。 这一章主要关注齐次(一阶)Markov Chain 满足马尔科夫性质:后一个状态只依赖于前一个状态,与更之前的无关。 P(X_{t+1}=x|X_1,X_2,\cdots,X_t)=P(X_{t+1}=x|X_t) 用矩阵 P 代表...
Geometric bounds on the fastest mixing Markov chain Article Open access 30 January 2024 Mixing times and hitting times for general Markov processes Article Open access 09 October 2023 Mixing time of the Chung–Diaconis–Graham random process Article 10 October 2020 References...
Lecture 18: Markov Chains and Mixing Times Consider a finite state space Ω and a transition kernel P : Ω×Ω→ [0, 1] such that for every x ∈Ω, ∑ y∈Ω P(x , y) 1. The Markov chain correspond... JR Lee 被引量: 0发表: 2016年 Time operator of Markov chains and mixing ...
The Markov chain Monte Carlo paradigm has developed powerful and elegant techniques for estimating the time until a Markov chain approaches a stationary distribution. This time is known as mixing time. We introduce the reader into mixing time estimations via coupling arguments and use the mixing of...
Hidden Markov model Markov blanket Markov chain geostatistics Markov chain mixing time Markov chain Monte Carlo Markov decision process Markov information source Markov network Markov process Quantum Markov chain Semi-Markov process Telescoping Markov chain Variable-order Markov modelNotes...
海外直订Mathematical Aspects of Mixing Times in Markov Chains 马尔可夫链中混合次数的数学问题 作者:Montenegro, Ravi出版社:Now Publishers出版时间:2006年05月 手机专享价 ¥ 当当价 降价通知 ¥779.00 配送至 广东佛山市 至 北京市东城区 服务 由“中华商务进口图书旗舰店”发货,并提供售后服务。
Markov chain and Mixing time second edition Since the publication of the first edition, the field of mixing times has continued to enjoy rapid expansion. In particular, many of the open problems posed in the first edition have been solved. The book has been used in courses at numerous ...