A Theory for Dynamic Weighting in Monte Carlo Computation
نویسندگان
چکیده
منابع مشابه
A Theory for Dynamic Weighting in Monte Carlo Computation
This article provides a rst theoretical analysis of a new Monte Carlo approach, the dynamic weighting algorithm, proposed recently by Wong and Liang. In dynamic weighting Monte Carlo, one augments the original state space of interest by a weighting factor, which allows the resulting Markov chain to move more freely and to escape from local modes. It uses a new invariance principle to guide th...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2001
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214501753168253