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On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling.

Ting-Li ChenWei-Kuo ChenChii-Ruey HwangHui-Ming Pai
Published in: SIAM J. Control. Optim. (2012)
Keyphrases
  • transition matrix
  • markov chain monte carlo sampling
  • markov chain
  • dynamic programming
  • closed form
  • search algorithm
  • pairwise
  • state space
  • markov chain monte carlo