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How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Bandyopadhyay, Antar; University of California, Berkeley - Aldous, David J.; University of California, Berkeley
Formato: |
Peer-reviewed Article, |
Enlaces: |
Given a probability law $\pi$ on a set $S$ and a function $g : S \rightarrow R$, suppose one wants to estimate the mean $\bar{g} = \int g d\pi$. The Markov Chain Monte Carlo method consists of inventing and simulating…
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Fecha: |
2001-01-01 |
Recurso: |
Electronic communications in probability |
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