Numerical results for the metropolis algorithm

被引:5
作者
Diaconis, P
Neuberger, JW [1 ]
机构
[1] Stanford Univ, Dept Math, Palo Alto, CA 94305 USA
[2] Univ N Texas, Dept Math, Denton, TX 76203 USA
关键词
metropolis algorithm; random walk; continuous spectrum;
D O I
10.1080/10586458.2004.10504534
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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.
引用
收藏
页码:207 / 213
页数:7
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