SteinPointMarkovChainMonteCarloWilsonYeChen1AlessandroBarp23Franc¸ois-XavierBriol43JacksonGorham5MarkGirolami43LesterMackey6Chris.J.Oates73Abstractofalgorithmsforuncertaintyquantificationthatmusto...
EstimationofMarkovChainviaRank-ConstrainedLikelihoodXudongLi1MengdiWang1AnruZhang2AbstractofMarkovChainswithlow-ranktransitionmatricesinthispaper.Low-ranknessisubiquitousinpractice.Forexam-Thispape...