Cargando...

A quasi-Monte Carlo Metropolis algorithm

This work presents a version of the Metropolis–Hastings algorithm using quasi-Monte Carlo inputs. We prove that the method yields consistent estimates in some problems with finite state spaces and completely uniformly distributed inputs. In some numerical examples, the proposed method is much more a...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Owen, Art B., Tribble, Seth D.
Formato: Artigo
Lenguaje:Inglês
Publicado: National Academy of Sciences 2005
Materias:
Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC1150275/
https://ncbi.nlm.nih.gov/pubmed/15956207
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.0409596102
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!