Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling

Statistics and Computing

Volumn 17, Issue 2, 2007, Pages 109-120

  Craiu, Radu V ^a   Lemieux, Christiane ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Antithetic variates; Extreme antithesis; Korobov rule; Latin Hypercube sampling; Markov Chain Monte Carlo; Multiple Try Metropolis; Quasi Monte Carlo; Random Ray Monte Carlo; Sobol' sequence

Indexed keywords

EID: 34249727675     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-006-9009-4     Document Type: Article

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