A Comparison of Simulated Annealing of Gibbs Sampler and Metropolis Algorithms | springerprofessional.de

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1992 | OriginalPaper | Buchkapitel

A Comparison of Simulated Annealing of Gibbs Sampler and Metropolis Algorithms

verfasst von : Chiang Tzuu-Shuh, Chow Yunshyong

Erschienen in: Stochastic Models, Statistical Methods, and Algorithms in Image Analysis

Verlag: Springer New York

Enthalten in: Professional Book Archive

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We prove that Gibbs sampler and Metropolis algorithm are asymptotically equivalent in annealing for lattices. They are not equivalent in general if there is no lattice structure of the state space.

Vorheriges Kapitel Image restoration by stochastic dichotomic reconstruction of contour lines

Nächstes Kapitel Some Limit Theorems on Simulated Annealing

Titel: A Comparison of Simulated Annealing of Gibbs Sampler and Metropolis Algorithms
verfasst von: Chiang Tzuu-Shuh
Chow Yunshyong
Verlag: Springer New York
Buch: Stochastic Models, Statistical Methods, and Algorithms in Image Analysis
Print ISBN: 978-0-387-97810-9

Electronic ISBN: 978-1-4612-2920-9

Copyright-Jahr: 1992
DOI: https://doi.org/10.1007/978-1-4612-2920-9_7