Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...

This is a preview. Log in through your library . Abstract This paper describes and compares several methods for computing stationary probability distributions of Markov chains. The main linear algebra ...

This is a preview. Log in through your library . Abstract In recent years, advances in Markov chain Monte Carlo techniques have had a major influence on the practice of Bayesian statistics. An ...

Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant. In today’s column, I closely examine an innovative way of ...

I study the speed with which finite Markov chains approach their stationary distribution. Recent work has focused on the analysis of two early birthday attacks on problems related to cryptography: ...

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...