Hastings-Metropolis algorithm on Markov chains for small-probability estimation (Q5744929)
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scientific article; zbMATH DE number 6540738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hastings-Metropolis algorithm on Markov chains for small-probability estimation |
scientific article; zbMATH DE number 6540738 |
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Hastings-Metropolis algorithm on Markov chains for small-probability estimation (English)
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10 February 2016
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Markov chains
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small-probability estimation
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Hastings-Metropolis algorithm
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interacting particle method
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Monte Carlo method
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