Principle of detailed balance and simulated annealing convergence assessment
Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, pi, where either pi does not exist in closed form, or, if it does, there exist no efficient methods to simulate an independent sample from it. MCMC methods create an ergodic Markov chain {Xn, n =...
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| Format: | Others |
| Language: | en |
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McGill University
2005
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| Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=82210 |