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A New Method for Coupling Random Fields
| Content Provider | Scilit |
|---|---|
| Author | Breyer, L. A. Roberts, G. O. |
| Copyright Year | 2002 |
| Description | Journal: LMS Journal of Computation and Mathematics Given a Markov chain, a stochastic flow that simultaneously constructs sample paths started at each possible initial value can be constructed as a composition of random fields. Here, a method is described for coupling flows by modifying an arbitrary field (consistent with the Markov chain of interest) by an independence Metropolis-Hastings iteration. The resulting stochastic flow is shown to have many desirable coalescence properties, regardless of the form of the original flow. |
| Ending Page | 94 |
| Starting Page | 77 |
| ISSN | 00221295 |
| e-ISSN | 14611570 |
| DOI | 10.1112/s146115700000070x |
| Journal | LMS Journal of Computation and Mathematics |
| Volume Number | 5 |
| Language | English |
| Publisher | Wiley-Blackwell |
| Publisher Date | 2002-01-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: LMS Journal of Computation and Mathematics Mathematical Physics . Markov Chain Monte Carlo Random Field Metropolis Hastings Markov Chain Markov Chain Monte Carlo |
| Content Type | Text |
| Resource Type | Article |
| Subject | Physiology |