| Title:
|
Monte Carlo podle Markova (Czech) |
| Title:
|
Monte Carlo according to Markov (English) |
| Author:
|
Dupač, Václav |
| Language:
|
Czech |
| Journal:
|
Pokroky matematiky, fyziky a astronomie |
| ISSN:
|
0032-2423 |
| Volume:
|
46 |
| Issue:
|
1 |
| Year:
|
2001 |
| Pages:
|
7-17 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60J22 |
| MSC:
|
65C05 |
| MSC:
|
65C40 |
| idZBL:
|
Zbl 1051.65005 |
| . |
| Date available:
|
2010-12-11T18:15:12Z |
| Last updated:
|
2012-08-25 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/141059 |
| . |
| Reference:
|
[1] Gilks, W. R., Richardson, S., Spiegelhalter, D. J.: Markov Chain Monte Carlo in Practice.Chapman & Hall, London 1996. Zbl 0832.00018, MR 1397966 |
| Reference:
|
[2] Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H., Teller, E.: Equation of state calculations by fast computing machines.J. Chem. Phys. 21 (1953), 1087–1092. |
| Reference:
|
[3] Propp, J., Wilson, D.: Exact sampling with coupled Markov chains and applications to statistical mechanics.Random Structures Alg. 9 (1996), 223–252. MR 1611693 |
| Reference:
|
[4] Wilson, D.: How to couple from the past using a read-once source of randomness.Random Structures Alg. 16 (2000), 85–113. Zbl 0952.60072, MR 1728354 |
| . |
