A random cluster algorithm for some continuous Markov random fields

DOI10.1080/00949650802261087MaRDI QIDQ3653250zbMATH OpenOpenAlexFDO

Authors Haiyan Cai

Publication date 22 December 2009

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650802261087

zbMATH Keywords

Markov chain Monte CarloMarkov random fieldpercolationrandom cluster processSwendsen-Wang algorithm

Mathematics Subject Classification ID

Random fields (60G60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

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Cites work

• Approximating Hidden Gaussian Markov Random Fields
• scientific article; zbMATH DE number 3934272 (Why is no real title available?)
• Percolation
• The Random-Cluster Model

Cited in

(8)

• Asymptotic properties of nonparametric regression for long memory random fields
• Rarity of extremal edges in random surfaces and other theoretical applications of cluster algorithms
• Propp-Wilson algorithms and finitary codings for high noise Markov random fields
• scientific article; zbMATH DE number 7233060 (Why is no real title available?)
• Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher
• An optimisation of the Metropolis algorithm for multibit Markov random fields
• A recursive algorithm for Markov random fields
• scientific article; zbMATH DE number 6263207 (Why is no real title available?)

Describes a project that uses

Uses Software

• GMRFLib
• spatial

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