Simulation from a Target Distribution Based on Discretization and Weighting

DOI10.1080/03610910802657904zbMath1163.65002OpenAlexW1991273945MaRDI QIDQ3625353

Sonia Malefaki, George Iliopoulos

Publication date: 12 May 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802657904

zbMATH Keywords

discretizationnumerical examplesMarkov chain Monte Carloautocorrelationsproperly weighted samplesdugongs and Challenger datasets

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (2)

Discretization-based direct random sample generation ⋮ Stochastic approximation cut algorithm for inference in modularized Bayesian models

Cites Work

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• Self-regenerative Markov chain Monte Carlo with adaptation
• A random-discretization based Monte Carlo sampling method and its applications
• On convergence of properly weighted samples to the target distribution
• Stochastic Approximation in Monte Carlo Computation
• Monte Carlo strategies in scientific computing

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