• 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • 25
  • 26
  • 27
  • 28
  • 29
  • 30

MH (Metropolis Hastings) アルゴリズムの拡張。

The Multiple-Try Method and Local Optimization in Metropolis Sampling

Jun S. Liu, Faming Liang, Wing Hung Wong
Journal of the American Statistical Association, Vol. 95, No. 449 (Mar., 2000), pp. 121-134
doi:10.2307/2669532

なかなか楽しそう。

posted by genki genki on Sun 11 Nov 2007 at 07:47 with 0 comments