Differential evolution Markov chain with snooker updater and fewer chains

Differential evolution Markov chain with snooker updater and fewer chains [electronic resource]

Differential Evolution Markov Chain (DE-MC) is an adaptive MCMC algorithm, in which multiple chains are run in parallel. Standard DE-MC requires at least N=2d chains to be run in parallel, where d is the dimensionality of the posterior. This paper extends DE-MC with a snooker updater and shows by si...

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Bibliographic Details
Online Access: Online Access
Corporate Author: Los Alamos National Laboratory (Researcher)
Format: Government Document Electronic eBook
Language:English
Published: Washington, D.C. : Oak Ridge, Tenn. : United States. Dept. of Energy ; distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy, 2008.
Subjects:
Algorithms.
Monte Carlo Method.
Computerized Simulation.
Parallel Processing.
Markov Process.
Computer Codes.

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Call Number: E 1.99: la-ur-08-7125
E 1.99: la-ur-08-7125 Available

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