Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms
In this thesis we investigate two alternative ways of improving Monte Carlo methods: 1. Through monitoring the autocorrelation time in a Markov chain Monte Carlo algorithm. 2. Through the use of auto-validating methods.
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University of Bristol
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.492451 |