To simulate a multivariate density with multi_hump, Markov chainMonte Carlo method encounters the obstacle of escaping from one hump to another, since it usually takes extraordinately long time and then becomes practi...To simulate a multivariate density with multi_hump, Markov chainMonte Carlo method encounters the obstacle of escaping from one hump to another, since it usually takes extraordinately long time and then becomes practically impossible to perform. To overcome these difficulties, a reversible scheme to generate a Markov chain, in terms of which the simulated density may be successful in rather general cases of practically avoiding being trapped in local humps, was suggested.展开更多
文摘To simulate a multivariate density with multi_hump, Markov chainMonte Carlo method encounters the obstacle of escaping from one hump to another, since it usually takes extraordinately long time and then becomes practically impossible to perform. To overcome these difficulties, a reversible scheme to generate a Markov chain, in terms of which the simulated density may be successful in rather general cases of practically avoiding being trapped in local humps, was suggested.
