Analysis of systematic scan Metropolis algorithms using Iwahori - Hecke algebra techniques
نویسنده
چکیده
We give the first analysis of a systematic scan version of the Metropolis algorithm. Our examples include generating random elements of a Coxeter group with probability determined by the length function. The analysis is based on interpreting Metropolis walks in terms of the multiplication in the Iwahori-Hecke algebra.
منابع مشابه
Ja n 20 04 Analysis of systematic scan Metropolis algorithms using Iwahori - Hecke algebra techniques
We give the first analysis of a systematic scan version of the Metropolis algorithm. Our examples include generating random elements of a Coxeter group with probability determined by the length function. The analysis is based on interpreting Metropolis walks in terms of the multiplication in the Iwahori-Hecke algebra.
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تاریخ انتشار 2000