On constrained simulation and optimization by Metropolis chains

DOI10.1016/S0167-7152(99)00105-4zbMath0989.60065OpenAlexW2071573181MaRDI QIDQ1971384

Jian-feng Yao

Publication date: 29 July 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00105-4

zbMATH Keywords

constrained optimizationMetropolis algorithmconstrained simulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• Markov chains for exploring posterior distributions. (With discussion)
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo sampling methods using Markov chains and their applications

This page was built for publication: On constrained simulation and optimization by Metropolis chains