Evolutionary Markov Chain Monte Carlo


Markov chain Monte Carlo (MCMC) is a popular class of algorithms to sample from a complex distribution. A key issue in the design of MCMC algorithms is to improve the proposal mechanism and the mixing behaviour. This has led some authors to propose the use of a population of MCMC chains, while others go even further by integrating techniques from… (More)
DOI: 10.1007/978-3-540-24621-3_6

2 Figures and Tables


  • Presentations referencing similar topics