Results 71 to 80 of about 389,259 (177)
The Convergence of Markov chain Monte Carlo Methods: From the Metropolis method to Hamiltonian Monte Carlo [PDF]
arXiv, 2017 From its inception in the 1950s to the modern frontiers of applied statistics, Markov chain Monte Carlo has been one of the most ubiquitous and successful methods in statistical computing. In that time its development has been fueled by increasingly difficult problems and novel techniques from physics.
arxiv
Perceptual multistability as Markov Chain Monte Carlo inference [PDF]
, 2017 While many perceptual and cognitive phenomena are well described in terms of Bayesian inference, the necessary computations are intractable at the scale of real-world tasks, and it remains unclear how the human mind approximates Bayesian computations ...
Gershman, Samuel J. +2 more
core
Markov Chain Monte Carlo Technology [PDF]
In the past fifteen years computational statistics has been enriched by a powerful, somewhat abstract method of generating variates from a target probability distribution that is based on Markov chains whose stationary distribution is the probability ...
Chib, Siddhartha
core
MCMC-ODPR: Primer design optimization using Markov Chain Monte Carlo sampling
BMC Bioinformatics, 2012 Background Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly.
Kitchen James L +3 more
doaj +1 more source
Sequential monte carlo samplers [PDF]
arXiv, 2002 This paper shows how one can use Sequential Monte Carlo methods to perform what is typically done using Markov chain Monte Carlo methods. This leads to a general class of principled integration and genetic type optimization methods based on interacting particle systems.
arxiv
Aspects of population Markov chain Monte Carlo and reversible jump Markov chain Monte Carlo [PDF]
, 2009 This thesis consists ideas of two new population Markov chain Monte Carlo algorithms and an automatic proposal mechanism for the Reversible jump Markov chain Monte Carlo ...
Bakra, Eleni
core +1 more source
A note on one of the Markov chain Monte Carlo novice's questions [PDF]
arXiv, 2015 We introduce a novel time-homogeneous Markov embedding of a class of time inhomogeneous Markov chains widely used in the context of Monte Carlo sampling algorithms which allows us to answer one of the most basic, yet hard, question about the practical implementation of these techniques.
arxiv
Hastings-Metropolis algorithm on Markov chains for small-probability estimation***
ESAIM: Proceedings and Surveys, 2015 Shielding studies in neutron transport, with Monte Carlo codes, yield challenging problems of small-probability estimation. The particularity of these studies is that the small probability to estimate is formulated in terms of the ...
Bachoc Francois +2 more
doaj +1 more source
Labor Force Participation Dynamics in the Romanian Labor Market [PDF]
We use micro data from the Romanian Labor Force Survey to analyze the effect of the restructuring process on the Romanian labor market. We identify the reallocation mechanisms at work in the Romanian labor market, and we analyze the way personal ...
Alexandru Voicu
core
Seriation in paleontological data using markov chain Monte Carlo methods.
PLoS Computational Biology, 2006 Given a collection of fossil sites with data about the taxa that occur in each site, the task in biochronology is to find good estimates for the ages or ordering of sites. We describe a full probabilistic model for fossil data.
Kai Puolamäki +2 more
doaj +1 more source