query: tag: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 genki on Sun 11 Nov 2007 at 07:47 with 0 comments