Search for dissertations about: "error-in-the-variables"

Found 1 swedish dissertation containing the word error-in-the-variables.

  1. 1. Semi Markov chain Monte Carlo

    Author : Håkan Ljung; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; Mathematics; Adaptive simulation; error-in-the-variables; Kullback-Leibler divergence; Markov chain simulation; Markov chain Monte Carlo; semi-regenerative; MATEMATIK; MATHEMATICS; MATEMATIK; matematisk statistik; Mathematical Statistics;

    Abstract : The first paper introduces a new simulation technique, called semi Markov chain Monte Carlo, suitable for estimating the expectation of a fixed function over a distribution π, Eπf(χ). Given a Markov chain with stationary distribution p, for example a Markov chain corresponding to a Markov chain Monte Carlo algorithm, an embedded Markov renewal process is used to divide the trajectory into different parts. READ MORE