On solving integral equations using Markov chain Monte Carlo methods
نویسندگان
چکیده
منابع مشابه
On solving integral equations using Markov chain Monte Carlo methods
In this report, we propose an original approach to solve Fredholm equations of the second kind. We interpret the standard von Neumann expansion of the solution as an expectation with respect to a probability distribution de ned on an union of subspaces of variable dimension. Based on this representation, it is possible to use trans-dimensional Markov Chain Monte Carlo (MCMC) methods such as Rev...
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ژورنال
عنوان ژورنال: Applied Mathematics and Computation
سال: 2010
ISSN: 0096-3003
DOI: 10.1016/j.amc.2010.03.138