Numerical results for the Metropolis algorithm.

Diaconis, Persi; Neuberger, J.W.

Experimental Mathematics (2004)

  • Volume: 13, Issue: 2, page 207-213
  • ISSN: 1058-6458

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Diaconis, Persi, and Neuberger, J.W.. "Numerical results for the Metropolis algorithm.." Experimental Mathematics 13.2 (2004): 207-213. <http://eudml.org/doc/51199>.

@article{Diaconis2004,
author = {Diaconis, Persi, Neuberger, J.W.},
journal = {Experimental Mathematics},
keywords = {numerical examples; computational Markov chain; spectrum; random walk; Metropolis algorithm; large-scale scientific computing; eigenvalues},
language = {eng},
number = {2},
pages = {207-213},
publisher = {Taylor & Francis, Philadelphia},
title = {Numerical results for the Metropolis algorithm.},
url = {http://eudml.org/doc/51199},
volume = {13},
year = {2004},
}

TY - JOUR
AU - Diaconis, Persi
AU - Neuberger, J.W.
TI - Numerical results for the Metropolis algorithm.
JO - Experimental Mathematics
PY - 2004
PB - Taylor & Francis, Philadelphia
VL - 13
IS - 2
SP - 207
EP - 213
LA - eng
KW - numerical examples; computational Markov chain; spectrum; random walk; Metropolis algorithm; large-scale scientific computing; eigenvalues
UR - http://eudml.org/doc/51199
ER -

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