Numerical Integration using Markov Chains

DOI10.1515/MCMA.1999.5.4.325zbMATH Open0940.65028OpenAlexW2086019297MaRDI QIDQ4937409FDOQ4937409

Authors: Peter Mathé 

Publication date: 10 July 2000

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

Full work available at URL: https://doi.org/10.1515/mcma.1999.5.4.325

Recommendations

• Numerical integration using V-uniformly ergodic Markov chains
• Markov chain Monte Carlo and numerical differential equations
• On the Markov chain Monte Carlo (MCMC) method
• scientific article; zbMATH DE number 849923
• Monte Carlo integration with Markov chain

zbMATH Keywords

convergencenumerical examplesnumerical integrationreversible Markov chainsMetropolis samplers

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Numerical quadrature and cubature formulas (65D32)

Cited In (5)

• Numerical integration using V-uniformly ergodic Markov chains
• Numerical Methods in Markov Chain Modeling
• Explicit error bounds for lazy reversible Markov chain Monte Carlo
• Simple Monte Carlo and the Metropolis algorithm
• Error bounds for computing the expectation by Markov chain Monte Carlo

This page was built for publication: Numerical Integration using Markov Chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4937409)