Markov Chain Data

The dataset is generated as random-walks on a graph with three nodes. At each time step, a signal is emitted as a random vector sampled from a 15-dimensional multivariate normal distribution with mean and covariance matrix speciļ¬ed by the node the random walk is at.

Data and Resources

Cite this as

Simon Koop, Mark Peletier, Jim Portegies, Vlado Menkovski (2024). Dataset: Markov Chain Data. https://doi.org/10.57702/s83rda11

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2211.09537
Author Simon Koop
More Authors
Mark Peletier
Jim Portegies
Vlado Menkovski
Homepage https://anonymous.4open.science/r/dynvae-7F0D/