Batch Stationary Distribution Estimation

2 Mar 2020Junfeng WenBo DaiLihong LiDale Schuurmans

We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of sufficient length can be gathered to approximate stationary sampling... (read more)

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