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.

Bibliographic Details
Main Author:	Everitt, Richard G.
Published:	University of Bristol 2008
Subjects:	518.282
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.492451

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record_format	oai_dc
spelling	ndltd-bl.uk-oai-ethos.bl.uk-4924512015-03-20T05:43:47ZUsing the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithmsEveritt, Richard G.2008In 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.518.282University of Bristolhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.492451Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	518.282
spellingShingle	518.282 Everitt, Richard G. Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms
description	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.
author	Everitt, Richard G.
author_facet	Everitt, Richard G.
author_sort	Everitt, Richard G.
title	Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms
title_short	Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms
title_full	Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms
title_fullStr	Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms
title_full_unstemmed	Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms
title_sort	using the autocorrelation time and auto-validating methods to improve the performance of monte carlo algorithms
publisher	University of Bristol
publishDate	2008
url	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.492451
work_keys_str_mv	AT everittrichardg usingtheautocorrelationtimeandautovalidatingmethodstoimprovetheperformanceofmontecarloalgorithms
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Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms

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