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In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equa-tions. The associated stochastic processes belong to the class of se...
Recently a new class of Monte Carlo methods, called Time Relaxed Monte Carlo (TRMC), designed for the simulation of the Boltzmann equation close to fluid regimes have been introduced [16].
This quarterly journal aims to present original articles on the theory and applications of Monte Carlo methods. Stimulated by the progress in modern computers the development of Monte Carlo methods an...
AMonteCarlo method wasdeveloped to determine the distribution ofAland Sications from 29SiMASNMR data for framework aluminosilicates. The method wasused to an-alyze data obtained from Cs-exchanged leuc...

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