Perfect Forward Simulation via Simulated Tempering (Q5481741)
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scientific article; zbMATH DE number 5045085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perfect Forward Simulation via Simulated Tempering |
scientific article; zbMATH DE number 5045085 |
Statements
Perfect Forward Simulation via Simulated Tempering (English)
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10 August 2006
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autoregressive time series
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band-return data
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coupling from the past
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regeneration
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reversible jumping MCMC
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small sets
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Markov chain Monte Carlo (MCMC) scheme
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