Reversible algorithm of simulating multivariate densities with multi-hump

To simulate a multivariate density with multi-hump, Markov chain Monte Carlo method encounters the obstacle of escaping from one hump to another, since it usually takes extraordinately long time and then becomes practically impossible to perform. To overcome these difficulties, a reversible scheme t...

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Veröffentlicht in:	Science China. Mathematics 2001-03, Vol.44 (3), p.357-364
Hauptverfasser:	Gong, Guanglu, Qian, Minping, Xie, Jun
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Computer simulation Density Markov chains Monte Carlo simulation Multivariate analysis
Online-Zugang:	Volltext
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