These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


Pubmed for Handhelds

PUBMED FOR HANDHELDS

Search MEDLINE/PubMed

  • Title: A quasi-Monte Carlo Metropolis algorithm.
    Author: Owen AB, Tribble SD.
    Journal: Proc Natl Acad Sci U S A; 2005 Jun 21; 102(25):8844-9. PubMed ID: 15956207.
    Abstract:
    This work presents a version of the Metropolis-Hastings algorithm using quasi-Monte Carlo inputs. We prove that the method yields consistent estimates in some problems with finite state spaces and completely uniformly distributed inputs. In some numerical examples, the proposed method is much more accurate than ordinary Metropolis-Hastings sampling.
    [Abstract] [Full Text] [Related] [New Search]