메뉴 건너뛰기




Volumn , Issue , 2011, Pages 2399-2404

Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain

Author keywords

[No Author keywords available]

Indexed keywords

CLASSICAL ESTIMATORS; ERGODICS; ESTIMATION PERFORMANCE; GRAPH STRUCTURES; GRAPH-THEORETIC; MARKOV CHAIN; PERFORMANCE ANALYSIS; PERFORMANCE MEASURE; STATE TRANSITION MATRIX; STATE TRANSITIONS; STEADY STATE PROBABILITIES; SUBDOMINANT EIGENVALUE; UNDERLYING GRAPHS; UPPER BOUND;

EID: 80053139315     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (5)

References (31)
  • 1
    • 0028419019 scopus 로고
    • Maximum a posteriori estimation for multivariate Gaussian mixture observations of Markov chains
    • J. L. Gauvain, "Maximum a posteriori estimation for multivariate Gaussian mixture observations of Markov chains," IEEE Transactions on Speech and Audio Processing 2, pp. 291-298, 1994.
    • (1994) IEEE Transactions on Speech and Audio Processing , vol.2 , pp. 291-298
    • Gauvain, J.L.1
  • 2
    • 0007291056 scopus 로고    scopus 로고
    • Estimating the second largest eigen-value of a Markov transition matrix
    • April
    • S. T. Garren and R. L. Smith, "Estimating the second largest eigen-value of a Markov transition matrix," Bernoulli, vol. 6, no. 2, pp. 215-242, April 2000.
    • (2000) Bernoulli , vol.6 , Issue.2 , pp. 215-242
    • Garren, S.T.1    Smith, R.L.2
  • 3
    • 0000342467 scopus 로고
    • Statistical inference for probabilistic functions of finite state Markov chains
    • Dec.
    • L. E. Baum and T. Petrie, "Statistical inference for probabilistic functions of finite state Markov chains," The Annals of Mathematical Statistics, Vol. 37, No. 6, pp. 1554-1563, Dec., 1966.
    • (1966) The Annals of Mathematical Statistics , vol.37 , Issue.6 , pp. 1554-1563
    • Baum, L.E.1    Petrie, T.2
  • 5
    • 80053135502 scopus 로고    scopus 로고
    • Monte Carlo simulation of Markov chain steady-state distribution
    • A. Nasroallah, "Monte Carlo simulation of Markov chain steady-state distribution," Extracta Mathematicae, vol. 19 no. 2, pp. 279-288, 2004.
    • (2004) Extracta Mathematicae , vol.19 , Issue.2 , pp. 279-288
    • Nasroallah, A.1
  • 6
    • 0001058258 scopus 로고
    • Strong consistency of the variance estimator in steady-state simulation output analysis
    • May
    • H. Damerdji, "Strong consistency of the variance estimator in steady-state simulation output analysis," Mathematics of Operations Research, vol. 19, no. 2, pp. 494-512, May 1994.
    • (1994) Mathematics of Operations Research , vol.19 , Issue.2 , pp. 494-512
    • Damerdji, H.1
  • 7
    • 0033740817 scopus 로고    scopus 로고
    • Stochastic sampling algorithms for state estimation of jump Markov linear systems
    • A. Doucet, A. Logothetis, V. Krishnamurthy, "Stochastic sampling algorithms for state estimation of jump Markov linear systems," IEEE Transactions on Automatic Control, Vol.45, No.2, 188-202, 2000.
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.2 , pp. 188-202
    • Doucet, A.1    Logothetis, A.2    Krishnamurthy, V.3
  • 8
    • 0035369663 scopus 로고    scopus 로고
    • Iterative algorithm for state estimation for jump Markov linear systems
    • June
    • A. Doucet and C. Andrieu, "Iterative algorithm for state estimation for jump Markov linear systems," IEEE Transaction on Signal Processing, vol. 49, no. 6, June 2001.
    • (2001) IEEE Transaction on Signal Processing , vol.49 , Issue.6
    • Doucet, A.1    Andrieu, C.2
  • 9
    • 0020180460 scopus 로고
    • Maximum likelihood estimation for multivariate observations of Markov sources
    • Sept.
    • L. A. Liporace, "Maximum likelihood estimation for multivariate observations of Markov sources," IEEE Transactions on Information Theory, Vol. IT-28, pt. 1, pp. 729-734. Sept. 1982.
    • (1982) IEEE Transactions on Information Theory , vol.IT-28 , Issue.PART 1 , pp. 729-734
    • Liporace, L.A.1
  • 10
    • 14344280956 scopus 로고
    • State estimation for partially observed Markov chains
    • December
    • M. Rudemo, "State estimation for partially observed Markov chains," Mathematical Analysis and Applications, vol. 44, issue 3, pp. 581-611, December 1973.
    • (1973) Mathematical Analysis and Applications , vol.44 , Issue.3 , pp. 581-611
    • Rudemo, M.1
  • 12
    • 0003528784 scopus 로고
    • Monte Carlo methods in statistical mechanics: Foundations and new algorithms
    • Suisse Romande
    • A. D. Sokal, "Monte Carlo methods in statistical mechanics: foundations and new algorithms," Cours de Troisieme Cycle de la Physique, Suisse Romande, 1989.
    • (1989) Cours de Troisieme Cycle de la Physique
    • Sokal, A.D.1
  • 14
    • 84898957407 scopus 로고
    • Conductance and the rapid mixing property for Markov chains: The approximation of permanent resolved
    • Chicago, IL, 2-4 May
    • M. Jerrum and A. Sinclair, "Conductance and the rapid mixing property for Markov chains: the approximation of permanent resolved," Proceedings of the Twentieth Annual ACM Symposium on Theory of Computing, pp. 235-244, Chicago, IL, 2-4 May 1988.
    • (1988) Proceedings of the Twentieth Annual ACM Symposium on Theory of Computing , pp. 235-244
    • Jerrum, M.1    Sinclair, A.2
  • 15
    • 11344275321 scopus 로고    scopus 로고
    • Fastest mixing Markov chain on a graph
    • Dec.
    • S. Boyd, P. Diaconis and L. Xiao, "Fastest mixing Markov chain on a graph," SIAM Review, vol. 46, no. 4, pp. 667-689, Dec., 2004.
    • (2004) SIAM Review , vol.46 , Issue.4 , pp. 667-689
    • Boyd, S.1    Diaconis, P.2    Xiao, L.3
  • 16
    • 0043256056 scopus 로고
    • Sensitivity of the stationary distribution of a Markov chain
    • July
    • C. D. Meyer, "Sensitivity of the stationary distribution of a Markov chain," SIAM Joournal on Matrix Analysis and Applications, vol. 15, issue 3, pp. 715-728, July 1994.
    • (1994) SIAM Joournal on Matrix Analysis and Applications , vol.15 , Issue.3 , pp. 715-728
    • Meyer, C.D.1
  • 19
    • 33847336943 scopus 로고    scopus 로고
    • Bias and variance approximations in value function estimates
    • S. Mannor, D. Simester, P. Sun, J. N. Tsitsiklis, "Bias and variance approximations in value function estimates," Management Science, vol. 53, no. 2, pp. 308-322, 2007.
    • (2007) Management Science , vol.53 , Issue.2 , pp. 308-322
    • Mannor, S.1    Simester, D.2    Sun, P.3    Tsitsiklis, J.N.4
  • 21
    • 0004020370 scopus 로고    scopus 로고
    • technical report, University of Washington, Centre for Statistical and the Social Sciences, working paper no. 9
    • J. Besag, "Markov chain Monte Carlo for statistical inference," technical report, University of Washington, Centre for Statistical and the Social Sciences, working paper no. 9, 2000.
    • (2000) Markov Chain Monte Carlo for Statistical Inference
    • Besag, J.1
  • 24
    • 33645087459 scopus 로고    scopus 로고
    • On the Markov chain central limit theorem
    • G. L. Jones, "On the Markov chain central limit theorem," Probability Surveys, vol. 1, pp. 299-320, 2004.
    • (2004) Probability Surveys , vol.1 , pp. 299-320
    • Jones, G.L.1
  • 26
    • 80053151944 scopus 로고    scopus 로고
    • On the maximal eigenvector of a positive matrix
    • Oct.
    • H. Minc, "On the maximal eigenvector of a positive matrix," SIAM Journal on Numerical Analysis, vol. 7, no. 3, pp. 366-379, Oct. 2007.
    • (2007) SIAM Journal on Numerical Analysis , vol.7 , Issue.3 , pp. 366-379
    • Minc, H.1
  • 27
  • 28
    • 0008481279 scopus 로고
    • A comparison of some bounds for the nontrivial eigenvalues of stochastic matrices
    • June
    • C. Zenger, "A comparison of some bounds for the nontrivial eigenvalues of stochastic matrices," Numerische Mathematik, vol. 19, no. 3, June 1972.
    • (1972) Numerische Mathematik , vol.19 , Issue.3
    • Zenger, C.1
  • 29
    • 0041357025 scopus 로고    scopus 로고
    • On the structure of stochastic matrices with a subdominant eigenvalue near 1
    • March
    • D. J. Hartfiel and Carl D. Meyer, "On the structure of stochastic matrices with a subdominant eigenvalue near 1," Linear Algebra and its Applications, vol. 272, issues 1-3, pp. 193-203, March 1998.
    • (1998) Linear Algebra and Its Applications , vol.272 , Issue.1-3 , pp. 193-203
    • Hartfiel, D.J.1    Meyer, C.D.2
  • 30
    • 0000827674 scopus 로고
    • A Property of Eigenvectors of Non-negative Symmetric Matrices and its Application to Graph Theory
    • M. Fiedler, "A Property of Eigenvectors of Non-negative Symmetric Matrices and its Application to Graph Theory", Czech. Math. J., vol. 85, pp. 619-633, 1975.
    • (1975) Czech. Math. J. , vol.85 , pp. 619-633
    • Fiedler, M.1
  • 31
    • 80053579574 scopus 로고    scopus 로고
    • Spectral and Graph-Theoretic Bounds on Steady- State-Probability Estimation Performance for an Ergodic Markov Chain
    • submitted to available at
    • M. Xue and S. Roy, "Spectral and Graph-Theoretic Bounds on Steady- State-Probability Estimation Performance for an Ergodic Markov Chain," submitted to Journal of the Franklin Institute, available at http://www.eecs.wsu.edu/∼mxue/j2.pdf.
    • Journal of the Franklin Institute
    • Xue, M.1    Roy, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.