Mean-square optimization for global Monte Carlo algorithms

DOI10.1134/S1064562410040046MaRDI QIDQ600733zbMATH OpenOpenAlexFDO

Authors G. A. Mikhaĭlov, I. N. Medvedev

Publication date 1 November 2010

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562410040046

zbMATH Keywords

collision estimateFredholm integral equation of the second kindMarkov chainMonte Carlo algorithms

Mathematics Subject Classification ID

Linear integral equations (45A05) Fredholm integral equations (45B05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods for integral equations (65R20)

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Cites work

• Recurrent partial averaging in the theory of weighted Monte Carlo methods

Cited in

(6)

• Bayesian Monte Carlo for the Global Optimization of Expensive Functions
• scientific article; zbMATH DE number 3974192 (Why is no real title available?)
• Optimization of Monte Carlo weighted methods for part of variables
• scientific article; zbMATH DE number 1390109 (Why is no real title available?)
• Global Consensus Monte Carlo
• The efficiency study of splitting and branching in the Monte Carlo method

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