Numerical Results for the Metropolis Algorithm
نویسندگان
چکیده
The Metropolis algorithm [8] is a mainstay of scientific computing. Indeed it appears first on a list of the “Top Ten Algorithms” [12]. It gives a method for sampling from probability distributions on high-dimensional spaces when these distributions are only known up to a normalizing constant. For background and references to extensive applications in physics, chemistry, biology and statistics, see [2],[1].
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ورودعنوان ژورنال:
- Experimental Mathematics
دوره 13 شماره
صفحات -
تاریخ انتشار 2004