Iterative simulation methods

DOI10.1016/0377-0427(90)90347-3zbMath0705.65107OpenAlexW2010341603MaRDI QIDQ918185

B. D. Ripley, M. D. Kirkland

Publication date: 1990

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(90)90347-3

zbMATH Keywords

Monte Carlo methodsrates of convergencepoint processesGibbs samplerimplementationmultivariate distributionsspeed of convergenceMarkov fieldsiterative simulations methodsMetropolis' methodsPotts and Ising models

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Thoughts on pseudorandom number generators ⋮ Bootstrap adjustments for empirical bayes interval estimates of small-area proportions ⋮ Stochastic relaxations and em algorithms for markov random fields

Uses Software

• spatial

Cites Work

• Uses and abuses of statistical simulation
• Markov Random Fields and Their Applications
• Spatial Statistics: Developments 1980-3, Correspondent Paper
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Inference for Discrete Markov Fields: The Simplest Nontrivial Case
• Equation of State Calculations by Fast Computing Machines
• Statistical Inference for Spatial Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item