In this paper we deal with performance analysis of Monte Carlo algorithm for large linear algebra problems. We consider applicability and efficiency of the Markov chain Monte Carlo...
Ivan Dimov, Vassil N. Alexandrov, Rumyana Papanche...
In this work we study the computational complexity of a class of grid Monte Carlo algorithms for integral equations. The idea of the algorithms consists in an approximation of the ...
— The exchange Monte Carlo method was proposed as an improved algorithm of Markov Chain Monte Carlo method and its effectiveness has been shown in many fields. In the exchange M...
We briefly present the current state-of-the-art approaches for group and extended object tracking with an emphasis on particle methods which have high potential to handle complex...
We present an iterative Markov chain Monte Carlo algorithm for computing reference priors and minimax risk for general parametric families. Our approach uses MCMC techniques based...