Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.492451
Title: Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms
Author: Everitt, Richard G.
Awarding Body: University of Bristol
Current Institution: University of Bristol
Date of Award: 2008
Availability of Full Text:
Access from EThOS:
Abstract:
In this thesis we investigate two alternative ways of improving Monte Carlo methods: 1. Through monitoring the autocorrelation time in a Markov chain Monte Carlo algorithm. 2. Through the use of auto-validating methods.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.492451  DOI: Not available
Share: