Please use this identifier to cite or link to this item:
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/72853
Title: | 可逆馬可夫鏈之多重加速 Multiple Acceleration on Reversible Markov Chain |
Authors: | Chen-Wei Hua 華振崴 |
Advisor: | 陳定立(Ting-Li Chen) |
Keyword: | 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, |
Publication Year : | 2019 |
Degree: | 碩士 |
Abstract: | 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 |
Fulltext Rights: | 有償授權 |
Appears in Collections: | 數學系 |
Files in This Item:
File | Size | Format | |
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ntu-108-1.pdf Restricted Access | 1.92 MB | Adobe PDF |
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