Monte Carlo according to Markov
Pokroky matematiky, fyziky a astronomie (2001)
- Volume: 46, Issue: 1, page 7-17
- ISSN: 0032-2423
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topDupač, Václav. "Monte Carlo podle Markova." Pokroky matematiky, fyziky a astronomie 46.1 (2001): 7-17. <http://eudml.org/doc/197012>.
@article{Dupač2001,
author = {Dupač, Václav},
journal = {Pokroky matematiky, fyziky a astronomie},
keywords = {Gibbs sampling; Metropolis algorithm; simulation from past; bounded length of simulations; Monte Carlo Markov chain method},
language = {cze},
number = {1},
pages = {7-17},
publisher = {Jednota českých matematiků a fyziků Union of Czech Mathematicians and Physicists},
title = {Monte Carlo podle Markova},
url = {http://eudml.org/doc/197012},
volume = {46},
year = {2001},
}
TY - JOUR
AU - Dupač, Václav
TI - Monte Carlo podle Markova
JO - Pokroky matematiky, fyziky a astronomie
PY - 2001
PB - Jednota českých matematiků a fyziků Union of Czech Mathematicians and Physicists
VL - 46
IS - 1
SP - 7
EP - 17
LA - cze
KW - Gibbs sampling; Metropolis algorithm; simulation from past; bounded length of simulations; Monte Carlo Markov chain method
UR - http://eudml.org/doc/197012
ER -
References
top- Gilks, W. R., Richardson, S., Spiegelhalter, D. J., Markov Chain Monte Carlo in Practice, Chapman & Hall, London 1996. (1996) Zbl0832.00018MR1397966
- Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H., Teller, E., Equation of state calculations by fast computing machines, J. Chem. Phys. 21 (1953), 1087–1092. (1953)
- Propp, J., Wilson, D., Exact sampling with coupled Markov chains and applications to statistical mechanics, Random Structures Alg. 9 (1996), 223–252. (1996) Zbl0859.60067MR1611693
- Wilson, D., How to couple from the past using a read-once source of randomness, Random Structures Alg. 16 (2000), 85–113. (2000) Zbl0952.60072MR1728354
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