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
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
Journal title :
World Applied Programming
