Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler.

Kranthi K. Gade Michael L. Overton

Published in: Adv. Appl. Math. (2007)

Keyphrases

convergence rate
convergence speed
step size
learning rate
markov chain
primal dual
gradient method
mutation operator
variable step size
gravitational search algorithm
sequential monte carlo
wavelet neural network
monte carlo
worst case
numerical stability
global convergence
genetic algorithm