Parallel Multiple Proposal MCMC Algorithms
We explore the variance reduction achievable through parallel implementation of multi-proposal MCMC algorithms and use of control variates. Implemented sequentially multi-proposal MCMC algorithms are of limited value, but they are very well suited for parallelization. Further, discarding the rejecte...
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| Format: | Others |
| Language: | English |
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Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag
2007
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-12857 |