Hastings-Metropolis algorithm on Markov chains for small-probability estimation (Q5744929): Difference between revisions
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| Property / cites work: Genealogical particle analysis of rare events / rank | |||
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| Property / cites work: Reversible jump Markov chain Monte Carlo computation and Bayesian model determination / rank | |||
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| Property / cites work: Monte Carlo sampling methods using Markov chains and their applications / rank | |||
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| Property / cites work: Markov Chains and Stochastic Stability / rank | |||
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Latest revision as of 10:11, 11 July 2024
scientific article; zbMATH DE number 6540738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hastings-Metropolis algorithm on Markov chains for small-probability estimation |
scientific article; zbMATH DE number 6540738 |
Statements
Hastings-Metropolis algorithm on Markov chains for small-probability estimation (English)
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10 February 2016
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Markov chains
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small-probability estimation
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Hastings-Metropolis algorithm
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interacting particle method
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Monte Carlo method
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