搜索结果: 1-4 共查到“adaptive Monte Carlo”相关记录4条 . 查询时间(0.078 秒)
A Markov Chain Perspective on Adaptive Monte Carlo Algorithms
Markov Chain Perspective Adaptive Monte Carlo Algorithms
2015/7/8
This paper discusses some connections between adaptive Monte Carlo algorithms and general state space Markov chains. Adaptive algorithms are iterative methods in which previously generated samples are...
A framework for adaptive Monte-Carlo procedures
adaptive Monte-Carlo procedures reduction techniques
2010/4/27
Adaptive Monte Carlo methods are powerful variance reduction techniques. In this work, we propose a mathematical setting which greatly relaxes the assumptions needed by for the adaptive importance sam...
Adaptive Monte Carlo methods are recent variance reduction techniques. In this work, we propose a mathematical setting which greatly relaxes the assumptions needed by for the adaptive importance samp...
A cautionary tale on the efficiency of some adaptive Monte Carlo Schemes
Monte Carlo methods Adaptive MCMC Equi-Energy sampler Martingale approximation Central limit theorems Importance resampling
2010/3/17
There is a growing interest in the literature for adaptive Markov Chain Monte
Carlo methods based on sequences of random transition kernels {Pn} where the kernel Pn
is allowed to have an invariant d...