Kernel Selection for Convergence and Efficiency in Markov Chain Monte Carol
Markov Chain Monte Carlo (MCMC) is a technique for sampling from a target probability distribution, and has risen in importance as faster computing hardware has made possible the exploration of hitherto difficult distributions. Unfortunately, this powerful technique is often misapplied by poor selec...
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| Format: | Others |
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Research Showcase @ CMU
2013
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| Online Access: | http://repository.cmu.edu/dissertations/249 http://repository.cmu.edu/cgi/viewcontent.cgi?article=1247&context=dissertations |