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Stochastic processes / Markov models / Markov chain Monte Carlo / Theoretical computer science / Metropolis–Hastings algorithm / Random walk / Algorithm / Normal distribution / Convergence of random variables / Statistics / Probability and statistics / Monte Carlo methods


Scaling Limits for the Transient Phase of Local Metropolis-Hastings Algorithms by Ole F. Christensen* and
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Document Date: 2006-10-04 20:54:37


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File Size: 179,24 KB

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Monte Carlo / /

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Canada / United Kingdom / Denmark / /

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Lancaster University / University of Toronto / Aarhus University / Fylde College / /

Organization

Lancaster University / Aarhus University / University of Toronto / Toronto / Fylde College / Bioinformatics Research Center / Department of Statistics / Department of Mathematics and Statistics / /

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Rosenbluth / Gareth O. Roberts / Jeffrey S. Rosenthal / /

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Teller and Teller / /

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Ontario / /

Technology

random walk Metropolis algorithm / Bioinformatics / Metropolis-Hastings algorithm / Langevin algorithms / Langevin algorithm / Langevin Metropolis-Hastings algorithms / random-walk Metropolis algorithm / randomwalk Metropolis algorithm / second algorithm / random-walk Metropolis algorithms / random walk Metropolis algorithms / symmetric random-walk Metropolis algorithm / Metropolis algorithm / two algorithms / /

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