Simple Monte Carlo and the Metropolis algorithm

Journal of Complexity

Volumn 23, Issue 4-6, 2007, Pages 673-696

  Mathé, Peter ^a   Novak, Erich ^b  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

^b FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Adaptivity; Complexity; Log concave density; Metropolis algorithm; Monte Carlo methods; Optimal algorithms; Rapidly mixing Markov chains

Indexed keywords

COMPUTATIONAL COMPLEXITY; FUNCTION EVALUATION; INTEGRATION; MONTE CARLO METHODS; PROBLEM SOLVING;

LOG-CONCAVE DENSITY; METROPOLIS ALGORITHMS; OPTIMAL ALGORITHMS; RAPIDLY MIXING MARKOV CHAINS;

ADAPTIVE ALGORITHMS;

EID: 36249005432     PISSN: 0885064X     EISSN: 10902708     Source Type: Journal    
DOI: 10.1016/j.jco.2007.05.002     Document Type: Article

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