Markov Chain Monte Carlo Simulation Made Simple
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منابع مشابه
Practical 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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