On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling

Published:2012-01 Issue:5 Volume:50 Page:2743-2762
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Chen Ting-Li,Chen Wei-Kuo,Hwang Chii-Ruey,Pai Hui-Ming

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

http://epubs.siam.org/doi/pdf/10.1137/110832288

Reference10 articles.

1. The Markov chain Monte Carlo revolution

2. Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

3. Monte Carlo sampling methods using Markov chains and their applications

4. Optimal Spectral Structure of Reversible Stochastic Matrices, Monte Carlo Methods and the Simulation of Markov Random Fields

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Reducing rejection exponentially improves Markov chain Monte Carlo sampling;Physica A: Statistical Mechanics and its Applications;2024-01

2. On multiple acceleration of reversible Markov chain;Statistics & Probability Letters;2022-10

3. Variational Principles for Asymptotic Variance of General Markov Processes;Acta Mathematica Sinica, English Series;2022-09-15

4. Dirichlet eigenvalue problems of irreversible Langevin diffusion;Statistics & Probability Letters;2022-01

5. Sampling and Statistical Physics via Symmetry;Springer Proceedings in Mathematics & Statistics;2021

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP