Metropolis-Hastings algorithm的收斂速率

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DC Field	Value	Language
dc.contributor.author	鄭智隆	en_US
dc.contributor.author	Zhi-Long Zheng	en_US
dc.contributor.author	彭南夫	en_US
dc.contributor.author	Nan-Fu Peng	en_US
dc.date.accessioned	2014-12-12T02:22:44Z	-
dc.date.available	2014-12-12T02:22:44Z	-
dc.date.issued	1999	en_US
dc.identifier.uri	http://140.113.39.130/cdrfb3/record/nctu/#NT880337008	en_US
dc.identifier.uri	http://hdl.handle.net/11536/65374	-
dc.description.abstract	我們在這篇論文中探討了有關馬可夫鏈極限機率的收斂速率，我們於是將結果應用在Metropolis-Hastings算則上去模擬一組樣本，並希望透過變數變換加速馬可夫鏈的收斂速率，進而節省模擬時間。	zh_TW
dc.language.iso	zh_TW	en_US
dc.subject	收斂速率	zh_TW
dc.subject	Rates of convergence	en_US
dc.subject	Metropolis-Hastings algorithm	en_US
dc.title	Metropolis-Hastings algorithm的收斂速率	zh_TW
dc.title	Rates of convergence of Metropolis-Hastings algorithm	en_US
dc.type	Thesis	en_US
dc.contributor.department	統計學研究所	zh_TW
Appears in Collections:	Thesis