Stochastic Simulation: Markov Chains and Transition Matrices

Related lectures (31)

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Explores the Bonus Malus system for insurance premiums and Markov chain transition probabilities.

Covers the application of Markov chains and algorithms for function optimization and graph colorings.

Explores Markov chains and their applications in algorithms, focusing on user impatience and faithful sample generation.

Discusses discrete-time Markov chains and absorption time in communication systems.

Covers stochastic models for communications, focusing on discrete-time Markov chains.

Covers the interpretation of the Lindblad equation and its unitary part in quantum gases.

Covers Markov Chain Monte Carlo examples and error estimation methods.

Explores Markov chains and algorithm applications, including exact simulation and Propp-Wilson algorithms.

Covers Markov chains, coupled chains, and their applications, emphasizing the importance of irreducibility.

Explores Bayesian estimation for unsupervised learning and MCMC, using a Spin Glass Card game example.