11th Sun
Multiple-try MH
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 on Sun 11 Nov 2007 at 07:47 with 0 comments