搜索结果: 1-7 共查到“数学 Markov chain monte carlo”相关记录7条 . 查询时间(0.073 秒)
The Markov Chain Monte Carlo Revolution。
Some things we’ve learned (about Markov chain Monte Carlo)
Markov chains nonreversible chains rates of convergence
2015/7/7
This paper offers a personal review of some things we’ve learned about rates of convergence of Markov chains to their stationary distributions. The main topic is ways of speeding up diffusive behavior...
de Finetti Priors using Markov chain Monte Carlo computations
Priors MCMC Contingency Tables Bayesian Inference Independence
2015/7/7
de Finetti Priors using Markov chain Monte Carlo computations。
Rao-Blackwellised Interacting Markov Chain Monte Carlo for Electromagnetic Scattering Inversion
Rao-Blackwellised Markov Chain Monte Carlo Electromagnetic Scattering Inversion
2012/11/22
The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scattering measurement, ...
On nonlinear Markov chain Monte Carlo
Foster–Lyapunov condition interacting Markov chains nonlinear Markov kernels Poisson equation
2011/9/9
Abstract: Let $\mathscr{P}(E)$ be the space of probability measures on a measurable space $(E,\mathcal{E})$. In this paper we introduce a class of nonlinear Markov chain Monte Carlo (MCMC) methods for...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
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...
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
Markov chain Monte Carlo methods sequential Monte Carlo methods
2010/12/14
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...