Sciweavers

347 search results - page 8 / 70
» Markov Chain Monte Carlo
Sort
View
107
Voted
IOR
2008
91views more  IOR 2008»
15 years 10 days ago
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
Pierre L'Ecuyer, Christian Lécot, Bruno Tuf...
111
Voted
AUTOMATICA
2010
122views more  AUTOMATICA 2010»
15 years 14 days ago
Bayesian system identification via Markov chain Monte Carlo techniques
The work here explores new numerical methods for supporting a Bayesian approach to parameter estimation of dynamic systems. This is primarily motivated by the goal of providing ac...
Brett Ninness, Soren J. Henriksen
PR
2011
14 years 3 months ago
Generalized darting Monte Carlo
One of the main shortcomings of Markov chain Monte Carlo samplers is their inability to mix between modes of the target distribution. In this paper we show that advance knowledge ...
Cristian Sminchisescu, Max Welling