Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling

著录项

• 来源
  《Statistics and computing》 |2007年第2期|p.109-120|共12页
• 作者

  Radu V. Craiu; Christiane Lemieux;

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• 作者单位

  Department of Statistics, University of Toronto, 100 St. George Street, Toronto, ON, M5S 3G3, Canada;

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• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类 统计学;
• 关键词

  antithetic variates; markov chain Monte Carlo; extreme antithesis; korobov rule; latin hypercube sampling; quasi Monte Carlo; sobol' sequence; multiple-try metropolis; random-ray Monte Carlo;

  机译：对立变量;马尔可夫链蒙特卡洛;极端对立;korobov规则;拉丁超立方体采样;准蒙特卡洛;sobol'序列;多次尝试大都会;随机射线蒙特卡洛;