Constructing optimal transition matrix for Markov chain Monte Carlo (Q890561): Difference between revisions

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Latest revision as of 01:59, 11 July 2024

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Constructing optimal transition matrix for Markov chain Monte Carlo
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    Constructing optimal transition matrix for Markov chain Monte Carlo (English)
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    10 November 2015
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    MCMC
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    asymptotic variance
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    stationary distribution
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    global optimization
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    minimax problem
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    inverse eigenvector problem
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    stochastic matrix
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