Iterative algorithms for simulation

Christian Lantuéjoul
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Christian Lantuéjoul: École des Mines, Centre de Géostatistique

Chapter 8 in Geostatistical Simulation, 2002, pp 67-85 from Springer

Abstract: Abstract The problem addressed in this chapter is the simulation of a distribution p on (Ω, A). In the case when the state-space Ω has an abstract setting or a complicated shape, the algorithms presented in the previous chapter may not be directly applicable. More general algorithms are then required.

Keywords: Markov Chain; Simulated Annealing; Iterative Algorithm; Gibbs Sampler; Simulation Algorithm (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/978-3-662-04808-5_8

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