Examples comparing importance sampling and the Metropolis algorithm
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Publication:2505465
zbMath1102.60060MaRDI QIDQ2505465
Federico Bassetti, Persi Diaconis
Publication date: 26 September 2006
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
65C05: Monte Carlo methods
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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