Numerical Results for the Metropolis Algorithm
DOI10.1080/10586458.2004.10504534zbMATH Open1058.65010OpenAlexW2001921562MaRDI QIDQ4828772FDOQ4828772
Authors: Persi Diaconis, J. W. Neuberger 
Publication date: 26 November 2004
Published in: Experimental Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.em/1090350935
Recommendations
- An Extension of the Metropolis Algorithm
- A quasi-Monte Carlo Metropolis algorithm
- scientific article; zbMATH DE number 953296
- Metropolis-Hastings algorithms with acceptance ratios of nearly 1
- Rates of convergence of the Hastings and Metropolis algorithms
- Geometric convergence of the Metropolis-Hastings simulation algorithm
- An adaptive Metropolis algorithm
random walkeigenvaluesnumerical examplesMetropolis algorithmspectrumlarge-scale scientific computingcomputational Markov chain
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Symbolic computation and algebraic computation (68W30) Sums of independent random variables; random walks (60G50)
Cites Work
- Markov chains for exploring posterior distributions. (With discussion)
- Rates of convergence of the Hastings and Metropolis algorithms
- Title not available (Why is that?)
- Title not available (Why is that?)
- What do we know about the Metropolis algorithm?
- Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
- SNOWFLAKE HARMONICS AND COMPUTER GRAPHICS: NUMERICAL COMPUTATION OF SPECTRA ON FRACTAL DRUMS
Cited In (5)
This page was built for publication: Numerical Results for the Metropolis Algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4828772)
