For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...
Markov chain Monte Carlo has been the standard technique for inferring the posterior distribution of genome rearrangement scenarios under a Bayesian approach. We present here a neg...
This paper studies the input design problem for system identification where time domain constraints have to be considered. A finite Markov chain is used to model the input of the s...
For many probability distributions of interest, it is quite difficult to obtain samples efficiently. Often, Markov chains are employed to obtain approximately random samples fro...
We propose a novel stochastic graph matching algorithm based on data-driven Markov Chain Monte Carlo (DDMCMC) sampling technique. The algorithm explores the solution space efficien...