LITERATURE REVIEW: Parallel Metropolis-Hastings Algorithms

Abstract

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)

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Cite this paper

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