منابع مشابه
Regeneration in Markov Chain Samplers
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متن کاملRegeneration in Markov Chain
Markov chain sampling has recently received considerable attention in particular in the context of Bayesian computation and maximum likelihood estimation. This paper discusses the use of Markov chain splitting, originally developed for the theoretical analysis of general state space Markov chains, to introduce regeneration into Markov chain samplers. This allows the use of regenerative methods ...
متن کاملComparing Markov Chain Samplers for Molecular Simulation
Markov chain Monte Carlo sampling propagators, including numerical integrators for stochastic dynamics, are central to the calculation of thermodynamic quantities and determination of structure for molecular systems. Efficiency is paramount, and to a great extent, this is determined by the integrated autocorrelation time (IAcT). This quantity varies depending on the observable that is being est...
متن کاملAdaptive Markov Chain Monte Carlo through Regeneration
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متن کاملPractical Regeneration for Markov Chain Monte Carlo Simulation
Regeneration is a useful tool in Markov chain Monte Carlo simulation, since it can be used to side-step the burn-in problem and to construct estimates of the variance of parameter estimates themselves. Unfortunately, it is often diÆcult to take advantage of, since for most chains, no recurrent atom exists, and it is not always easy to use Nummelin's splitting method to identify regeneration poi...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1995
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.1995.10476507