Title of article
Antithetic Markov Chain Monte Carlo Algorithm and Computing Dominant Eigenpair: Variance Reduction Approach
Author/Authors
Mehrdoust، Farshid نويسنده , , Vajargah، Kianoush Fathi نويسنده Department of Statistics, Islamic Azad University, North branch: Tehran, Iran ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
4
From page
274
To page
277
Abstract
In this paper, we employ the antithetic variance reduction method for increasing the accuracy of Markov chain Monte Carlo algorithm for computing the dominant eigenpair of a matrix. Some numerical example shows that the proposed method is efficient.
Journal title
World Applied Programming
Serial Year
2011
Journal title
World Applied Programming
Record number
683357
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