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On the Stability and Ergodicity of an Adaptive Scaling Metropolis Algorithm
Adaptive Markov chain Monte Carlo ergodicity Metropolis algorithm stability stochastic approximation
2010/3/19
This paper considers the stability and ergodicity of an adaptive random
walk Metropolis algorithm. The algorithm adjusts the scale of the symmetric
proposal distribution continuously, based on the o...
Metropolis algorithm and equienergy sampling for two mean field spin systems
asymptotic variance Chain decomposition theorem fast/slowly mixingchain mean-field Ising model Metropolis
2010/4/28
In this paper we study the Metropolis algorithm in connection
with two mean–field spin systems, the so called mean–field Ising model and
the Blume–Emery–Griffiths model. In both this examples the na...