Scaling analysis of MCMC algorithms
Markov Chain Monte Carlo (MCMC) methods have become a workhorse for modern scientific computations. Practitioners utilize MCMC in many different areas of applied science yet very few rigorous results are available for justifying the use of these methods. The purpose of this dissertation is to analys...
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University of Warwick
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.582418 |