Blar i NTNU Open på forfatter "Erland, Sveinung"
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On Eigen-decompositions and Adaptivity of Markov Chains
Erland, Sveinung (Dr. ingeniøravhandling, 0809-103X; 2003:102, Doctoral thesis, 2003)Part I and Part III-V concern Markov chain Monte Carlo and in particular those algorithms related to the Metropolis-Hastings algorithm. In Part I-II we apply an eigendecomposition of the transition probability matrix. The ...