Block updating in constrained Markov chain Monte Carlo sampling (Q1304061)
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scientific article; zbMATH DE number 1348296
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| English | Block updating in constrained Markov chain Monte Carlo sampling |
scientific article; zbMATH DE number 1348296 |
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Block updating in constrained Markov chain Monte Carlo sampling (English)
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5 October 1999
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Let \(\pi(x)\), \(x\in\Omega\), be the high-dimensional distribution of interest subject to constraints. A `blockwise' Markov chain Monte Carlo updating approach is presented in order to explore \(\pi(x)\). As illustration an Ising model constrained to have a fixed number of clusters is examined.
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stiff constrained distribution
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importance sampling
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Markov chain Monte Carlo
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stochastic simulation and optimization
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Ising model
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0.758602499961853
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0.7307881712913513
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0.7221042513847351
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