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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/72853| 標題: | 可逆馬可夫鏈之多重加速 Multiple Acceleration on Reversible Markov Chain |
| 作者: | Chen-Wei Hua 華振崴 |
| 指導教授: | 陳定立(Ting-Li Chen) |
| 關鍵字: | 馬可夫鏈,馬可夫鏈蒙地卡羅,收斂速度,漸近變異數,可逆馬可夫鏈, Markov chain Monte Carlo,rate of convergence,reversibility,asymptotic variance,antisymmetric perturbation, |
| 出版年 : | 2019 |
| 學位: | 碩士 |
| 摘要: | Chen and Hwang, 2013 proposed to improve a reversible Markov chain by adding an antisymmetric perturbation on a cycle. Since the perturbed Markov chain is no longer reversible, one can not iteratively apply this antisymmetric perturbation method on different cycles. Chen and Hwang, 2013 also showed that the method works on disjoint cycles. In this paper, we further investigate the case of two cycles sharing the same vertex. We will show that the method can work on two cycles under some additional conditions. In addition to the theory, we implement the antisymmetric perturbation method on the Ising model. |
| URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/72853 |
| DOI: | 10.6342/NTU201901764 |
| 全文授權: | 有償授權 |
| 顯示於系所單位： | 數學系 |
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| ntu-108-1.pdf 未授權公開取用 | 1.92 MB | Adobe PDF |
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