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Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms

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.

Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:492451
Date January 2008
CreatorsEveritt, Richard G.
PublisherUniversity of Bristol
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation

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