Regenerative Markov Chain Monte Carlo for Any Distribution (Q3168385)

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Regenerative Markov Chain Monte Carlo for Any Distribution
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    title
    Regenerative Markov Chain Monte Carlo for Any Distribution (English)
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    author
    Do Le Minh (Paul)
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    David D. L. Minh
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    Andrew L. Nguyen
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    publication date
    30 October 2012
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    Mathematics Subject Classification ID
    65C05
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    65C40
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    60J22
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    zbMATH DE Number
    6100494
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    zbMATH Keywords
    Markov chain Monte Carlo method
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    regenerative simulation
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    numerical examples
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    algorithm
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