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2004 Numerical Results for the Metropolis Algorithm
Persi Diaconis, J. W. Neuberger
Experiment. Math. 13(2): 207-214 (2004).

Abstract

This paper deals with the spectrum of an operator associated with a special kind of random walk. The operator is related to the Metropolis algorithm, an important tool of large-scale scientific computing. The spectrum of this operator has both discrete and continuous parts. There is an interesting challenge due to the fact that any finite-dimensional approximation has only eigenvalues. Patterns are presented which give an idea of the full spectrum of this operator.

Citation

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Persi Diaconis. J. W. Neuberger. "Numerical Results for the Metropolis Algorithm." Experiment. Math. 13 (2) 207 - 214, 2004.

Information

Published: 2004
First available in Project Euclid: 20 July 2004

zbMATH: 1058.65010
MathSciNet: MR2068894

Subjects:
Primary: 65C05, 65F15
Secondary: 47A10

Rights: Copyright © 2004 A K Peters, Ltd.

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Vol.13 • No. 2 • 2004
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