- Tytuł:
- Directed forests with application to algorithms related to Markov chains
- Autorzy:
- Pokarowski, Piotr
- Powiązania:
- https://bibliotekanauki.pl/articles/1338687.pdf
- Data publikacji:
- 1999
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
entrywise relative error
directed forest
Matrix Tree Theorem
directed graph
Simulated Annealing
Markov chains
Metropolis algorithm
direct methods for linear systems
nearly completely decomposable Markov chains
aggregation algorithms
nonhomogeneous Markov chains
Markov Chain Tree Theorem
Markov chain Monte Carlo algorithms
Gibbs sampler - Opis:
- This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.
- Źródło:
-
Applicationes Mathematicae; 1999, 26, 4; 395-414
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł