Markov Chain Monte Carlo: The Basics
Adrian Barbu and
Song-Chun Zhu
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Adrian Barbu: Florida State University, Department of Statistics
Song-Chun Zhu: University of California, Los Angeles, Departments of Statistics and Computer Science
Chapter 3 in Monte Carlo Methods, 2020, pp 49-70 from Springer
Abstract:
Abstract Imagine you enter a big national park (in the poem it is a mountain), your path is essentially a Markov chain in a bounded space. The frequency that you stay at an attraction spot is proportional to its popularity.
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-13-2971-5_3
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DOI: 10.1007/978-981-13-2971-5_3
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