Using Genetic Operators to Speed up Markov Chain Monte Carlo Integration

DOI10.1515/MCMA.2002.8.1.51MaRDI QIDQ4331091zbMATH OpenOpenAlexWikidataFDO

Authors Tuomas J. Lukka, Janne V. Kujala

Publication date 20 December 2002

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.2002.8.1.51

zbMATH Keywords

convergenceMetropolis-Hastings algorithmnumerical examplesgenetic algorithmsMonte Carlo algorithmMarkov Chain Monte Carlo integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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(2)

• Evaluating the performance of a block updating MCMC sampler in a simple genetic application
• Genetic algorithms, pseudo-random numbers generators, and Markov chain Monte Carlo methods

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