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Sequential Monte Carlo Methods for Statistical Analysis of Tables
Conditional inference Contingency table Counting problem Exact test Sequential importance sampling Zero–one table
2015/7/8
Sequential Monte Carlo Methods for Statistical Analysis of Tables.
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
Markov chain Monte Carlo methods sequential Monte Carlo methods
2010/12/14
We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equa-tions. The associated stochastic processes belong to the class of se...
Adaptive and Recursive Time Relaxed Monte Carlo methods for rarefied gas dynamics
Boltzmann equation Monte Carlo methods Time Relaxed schemes
2010/12/6
Recently a new class of Monte Carlo methods, called Time Relaxed Monte Carlo (TRMC), designed for the simulation of the Boltzmann equation close to fluid regimes have been introduced [16].
This quarterly journal aims to present original articles on the theory and applications of Monte Carlo methods. Stimulated by the progress in modern computers the development of Monte Carlo methods an...