MONTE-CARLO SAMPLING METHODS USING MARKOV CHAINS AND THEIR APPLICATIONS
MONTE-CARLO SAMPLING METHODS USING MARKOV CHAINS AND THEIR APPLICATIONS
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DOI：
10.1093/biomet/57.1.97
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发表时间：
1970-01-01
期刊：
影响因子：
2.7
通讯作者：
HASTINGS, WK
中科院分区：
文献类型：
--
作者：
HASTINGS, WK
本文对Metropoliset等人（1953）提出的抽样方法作了沿着的推广，并阐述了有关的理论、应用技巧和估计Monte Carlo估计误差的方法和困难。的方法，包括随机正交矩阵的生成和潜在的应用程序的方法，在统计中产生的数值问题的例子进行了讨论。
A generalization of the sampling method introduced by Metropoliset al. (1953) is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates. Examples of the methods, including the generation of random orthogonal matrices and potential applications of the methods to numerical problems arising in statistics, are discussed.