Over-relaxation methods and coupled Markov chains for Monte Carlo simulation

DOI10.1023/A:1013112103963MaRDI QIDQ451225zbMATH OpenOpenAlexWikidataFDO

Authors Piero Barone, Giovanni Sebastiani, Julian Stander

Publication date 23 September 2012

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

Full work available at URL https://doi.org/10.1023/a:1013112103963

zbMATH Keywords

coupled algorithmsGibbs samplerspectral radius

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical analysis or methods applied to Markov chains (65C40)

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• Using Genetic Operators to Speed up Markov Chain Monte Carlo Integration
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• Extended ensemble Monte Carlo approach to hardly relaxing problems
• Coupling control variates for Markov chain Monte Carlo

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