A Dynamic Weighting Method and Analysis
碩士 === 國立交通大學 === 統計學研究所 === 104 === Markov Chain Monte Carlo method is a universal-used method in numerical integration. In this talk, we will discuss the dynamic weighting MCMC proposed by Wong and Liang (1997), which makes the Markov chain converges faster. In the decades, Metropolis Hasting algo...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52745826902692887589 |