On the Markov Chain Monte Carlo (MCMC) method
نویسندگان
چکیده
منابع مشابه
Comparison of two Markov chain Monte Carlo (MCMC) methods
As the world advances, statisticians/mathematicians are being involved into more and more complex surveys for the development of society and human beings. Consequently, these complex survey data requires complicated and high-dimensional models for final analysis. We need sophisticated and efficient statistical/mathematical tools for estimation and prediction of these models. Frequently, we simu...
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One of the simplest and most powerful practical uses of the ergodic theory of Markov chains is in Markov chain Monte Carlo (MCMC). Suppose we wish to simulate from a probability density π (which will be called the target density) but that direct simulation is either impossible or practically infeasible (possibly due to the high dimensionality of π). This generic problem occurs in diverse scient...
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ژورنال
عنوان ژورنال: Sadhana
سال: 2006
ISSN: 0256-2499,0973-7677
DOI: 10.1007/bf02719775