Markov chain comparison.
Dyer, Martin, Goldberg, Leslie Ann, Jerrum, Mark, Martin, Russell (2006)
Probability Surveys [electronic only]
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Dyer, Martin, Goldberg, Leslie Ann, Jerrum, Mark, Martin, Russell (2006)
Probability Surveys [electronic only]
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Roch, Sébastien (2005)
Electronic Communications in Probability [electronic only]
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Goel, Sharad, Montenegro, Ravi, Tetali, Prasad (2006)
Electronic Journal of Probability [electronic only]
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Häggström, Olle, Rosenthal, Jeffrey S. (2007)
Electronic Communications in Probability [electronic only]
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Jones, Galin L. (2004)
Probability Surveys [electronic only]
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Sethuraman, S., Varadhan, S.R.S. (2005)
Electronic Journal of Probability [electronic only]
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Guilbault, Jean-Luc, Lefebvre, Mario (2009)
International Journal of Mathematics and Mathematical Sciences
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Hunter, Jeffrey J. (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Hans C. Andersen, Persi Diaconis (2007)
Journal de la société française de statistique
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We present a generalization of hit and run algorithms for Markov chain Monte Carlo problems that is ‘equivalent’ to data augmentation and auxiliary variables. These algorithms contain the Gibbs sampler and Swendsen-Wang block spin dynamics as special cases. The unification allows theorems, examples, and heuristics developed in one domain to illuminate parallel domains.
Petr Kůrka (1979)
Commentationes Mathematicae Universitatis Carolinae
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