Displaying similar documents to “Computing the reliability of systems with statistical dependent elements.”

Hit and run as a unifying device

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.

Asymptotic behaviour of a BIPF algorithm with an improper target

Claudio Asci, Mauro Piccioni (2009)

Kybernetika

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The BIPF algorithm is a Markovian algorithm with the purpose of simulating certain probability distributions supported by contingency tables belonging to hierarchical log-linear models. The updating steps of the algorithm depend only on the required expected marginal tables over the maximal terms of the hierarchical model. Usually these tables are marginals of a positive joint table, in which case it is well known that the algorithm is a blocking Gibbs Sampler. But the algorithm makes...

1.0957-Approximation Algorithm for Random MAX-3SAT

Wenceslas Fernandez de la Vega, Marek Karpinski (2007)

RAIRO - Operations Research

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We prove that MAX-3SAT can be approximated in polynomial time within a factor 1.0957 on random instances.