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The Metropolis algorithm is a widely used procedure for sampling from a specified distribution on a large finite set. We survey what is rigorously known about running times. This includes work from ...
Eigen Analysis for Some Examples of the Metropolis Algorithm.
What Do We Know about the Metropolis Algorithm.
A GEOMETRIC INTERPRETATION OF THE METROPOLIS-HASTINGS ALGORITHM.
Numerical Results for the Metropolis Algorithm。
Importance sampling, particularly sequential and adaptive importance sampling, have emerged as competitive simulation techniques to Markov–chain Monte–Carlo techniques. We compare importance sampling ...
We prove sharp rates of convergence to stationarity for a simple case of the Metropolis algorithm: the placement of a single disc of radius h randomly into the interval [−1 − h, 1 + h], w...
On characterizations of Metropolis type algorithms in continuous time
This paper gives geometric tools: comparison, Nash and Sobolev inequalities for pieces of the relevent Markov operators, that give useful bounds on rates of convergence for the Metropolis algorithm. A...
Gibbs/Metropolis algorithms on a convex polytope。
基于Metropolis抽样的非线性反演应用贝叶斯理论框架,是一种基于蒙特卡洛的非线性反演方法,能够有效地融合测井资料中的高频信息,提高反演结果的分辨率。首先通过快速傅里叶滑动平均模拟算法(FFT-MA)和逐渐变形算法(GDM)得到基于地质统计学的先验信息;进而构建似然函数;最后利用Metropolis算法对后验概率密度进行抽样,得到反演问题的解。其中FFT-MA模拟作为一种高效的频率域模拟方法,...
Recently, the idea of classical Metropolis sampling through Markov chains has been generalized for quantum Hamiltonians. However, the underlying Markov chain of this algorithm is still classical in na...
This paper focuses on the use of the principle of maximum entropy as an alternative technique for the parameter estimation of the Extreme Value Type - 1 (EVI) distribution or Gumbel distribution oft...
2001Vol.35No.4pp.480-484DOI: Damage Spreading in the Ising Model with a Special Metropolis Dynamics Approach LIU Ce-Jun,1 H.-B. Schüttler1 and HU Jia-Zhen2 1 Center for...

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