Numerical integration using markov chains

Monte Carlo Methods and Applications

Volumn 5, Issue 4, 1999, Pages 325-343

  Mathé, Peter ^a  

^a Weierstra Institute for Applied Analysis and Stochastics   (Germany)

Author keywords

Autocorrelation; Metropolis sampler; Numerical integration; Reversible Markov chains

Indexed keywords

EID: 14644402934     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.1999.5.4.325     Document Type: Article

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