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Multiple-try Metropolis
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Multiple-try Metropolis : ウィキペディア英語版
Multiple-try Metropolis
Multiple-try Metropolis is a sampling method that is a modified form of the Metropolis-Hastings method, first presented by Liu, Liang, and Wong in 2000.
It is designed to help the sampling trajectory converge faster,
by increasing both the step size and the acceptance rate.
==Background==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Multiple-try Metropolis」の詳細全文を読む



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