On solving integral equations using Markov chain Monte Carlo methods

Applied Mathematics and Computation

Volumn 216, Issue 10, 2010, Pages 2869-2880

  Doucet, Arnaud ^a   Johansen, Adam M ^b   Tadić, Vladislav B ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

Fredholm equation; Sequential Importance Sampling; Sequential Monte Carlo; Trans dimensional Markov chain Monte Carlo

Indexed keywords

FREDHOLM EQUATION; MARKOV CHAIN MONTE CARLO; MARKOV CHAIN MONTE CARLO METHOD; MARKOV DECISION PROCESSES; NEUMANN EXPANSION; REVERSIBLE JUMP MCMC; SEQUENTIAL IMPORTANCE SAMPLING; SEQUENTIAL MONTE CARLO; VALUE FUNCTIONS; VARIABLE-DIMENSION;

INTEGRAL EQUATIONS; MARKOV PROCESSES; PROBABILITY DISTRIBUTIONS;

MONTE CARLO METHODS;

EID: 77953233577     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2010.03.138     Document Type: Article

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