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FCS
2006

Speeeding Up Markov Chain Monte Carlo Algorithms

13 years 5 months ago
Speeeding Up Markov Chain Monte Carlo Algorithms
We prove an upper bound on the convergence rate of Markov Chain Monte Carlo (MCMC) algorithms for the important special case when the state space can be aggregated into a smaller space, such that the aggregated chain approximately preserves the Markov property.
Andras Farago
Added 31 Oct 2010
Updated 31 Oct 2010
Type Conference
Year 2006
Where FCS
Authors Andras Farago
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