We prove an upper bound on the convergence rate of Markov Chain Monte Carlo (MCMC) algorithms for the important special case when the state space can be aggregated into a smaller ...
d Abstract) Thomas P. Hayes1 and Alistair Sinclair2 1 Department of Computer Science, University of New Mexico 2 Computer Science Division, University of California at Berkeley A &...
We introduce and study Recursive Markov Chains (RMCs), which extend ordinary finite state Markov chains with the ability to invoke other Markov chains in a potentially recursive m...
Consider a hidden Markov chain obtained as the observation process of an ordinary Markov chain corrupted by noise. Zuk, et. al. [13, 14] showed how, in principle, one can explicit...
: We study general state-space Markov chains that depend on a parameter, say, . Sufficient conditions are established for the stationary performance of such a Markov chain to be di...