Monte Carlo algorithms for computing \(\alpha \)-permanents

DOI10.1007/s11222-014-9491-zzbMath1342.65004OpenAlexW2089245401MaRDI QIDQ2631360

Jun-shan Wang, Ajay Jasra

Publication date: 29 July 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-014-9491-z

zbMATH Keywords

Monte Carlorelative variance\(\alpha \)-permanents

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Numerical linear algebra (65F99)

Related Items (2)

Employing the MCMC technique to compute the projection depth in high dimensions ⋮ A note on random walks with absorbing barriers and sequential Monte Carlo methods

Cites Work

• Unnamed Item
• Unnamed Item
• The pseudo-marginal approach for efficient Monte Carlo computations
• On the convergence of adaptive sequential Monte Carlo methods
• Geometric bounds for eigenvalues of Markov chains
• Negative examples for sequential importance sampling of binary contingency tables
• The statistics of dimers on a lattice
• A polynomial-time approximation algorithm for the permanent of a matrix with nonnegative entries
• Approximating the  -permanent
• Sequential Monte Carlo Samplers
• The permanental process
• Accelerating Simulated Annealing for the Permanent and Combinatorial Counting Problems
• An Introduction to the Theory of Point Processes
• Sequential Monte Carlo Methods for Statistical Analysis of Tables
• Sampling binary contingency tables with a greedy start

This page was built for publication: Monte Carlo algorithms for computing \(\alpha \)-permanents