Using Genetic Operators to Speed up Markov Chain Monte Carlo Integration

DOI10.1515/MCMA.2002.8.1.51zbMATH Open1002.65006OpenAlexW2013511496WikidataQ110032683 ScholiaQ110032683MaRDI QIDQ4331091FDOQ4331091

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

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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)

Cited In (2)

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

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