LITERATURE REVIEW: Parallel Metropolis-Hastings Algorithms


The Monte Carlo methods (MC) are a class of numerical integration techniques, where the integral is interpreted as the expected value of some function of some random variable. The expectation can be statistically estimated from a sample drawn from the same distribution as the underlying random variable and this estimate serves as the numerical approximation… (More)


Cite this paper

@inproceedings{Bejanov2014LITERATURERP, title={LITERATURE REVIEW: Parallel Metropolis-Hastings Algorithms}, author={Boyan Bejanov}, year={2014} }