ASYMPTOTIC-BEHAVIOR OF EIGENVALUES AND RANDOM UPDATING SCHEMES

被引：4

作者：

CHIANG, TS

CHOW, YS

机构：

[1] Institute of Mathematics, Academia Sinica, Taipei

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 1993年 / 28卷 / 03期

关键词：

W-GRAPH; CYCLES; METROPOLIS ALGORITHM; GIBBS SAMPLER;

D O I：

10.1007/BF01200381

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For a stochastic matrix (Q(ij)T)i,j=1M with Q(ij)T is similar to exp(-U(ij)/T) at the off-diagonal positions, we develop an algorithm to evaluate the asymptotic convergence rate of all eigenvalues of Q(ij)T as T down 0 using Ventcel's optimal graphs. As an application we can compare the convergence rates of some random updating schemes used in image processing.

引用

页码：259 / 275

页数：17

共 11 条

[1] COMPARING SWEEP STRATEGIES FOR STOCHASTIC RELAXATION [J].