Aspects of population Markov chain Monte Carlo and reversible jump Markov chain Monte Carlo

HA Statistics

Bakra, Eleni ; Friel, Nial

University:University of Glasgow

Department:School of Mathematics and Statistics

关键词: HA Statistics;   

Others  :  http://theses.gla.ac.uk/1247/1/2009bakraphd.pdf

来源: University of Glasgow

【 摘 要 】

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 algorithm.