- Restrictions on Access:
- Open Access.
- In this paper, we consider, both computationally and theoretically, the properties of adaptive Markov Chain Monte Carlo (a-MCMC) methods. We begin our study with a famous MCMC realization, the Metropolis-Hastings algorithm. We further apply this algorithm to evaluate high-dimensional integrals. We also extend the algorithms to the case of adaptive MCMC methods and prove several results related to its basic properties, such as ergodicity and aperiodicity. We also plan to focus our efforts also on showing that a-MCMC methods are advantageous over the standard (non-adaptive) MCMC methods.
- Dissertation Note:
- B.S. Pennsylvania State University 2018.
- Technical Details:
- The full text of the dissertation is available as an Adobe Acrobat .pdf file ; Adobe Acrobat Reader required to view the file.
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