| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0041470 |
| utime |
20240103182750.8 |
| mtime |
20061009235959.9 |
| title
(primary) (eng) |
Markov Chain Monte Carlo methods in computational statistics and econometrics |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0076799 |
| ISBN |
978-80-7043-480-2 |
| title
|
Proceedings of the 24th International Conference Mathematical Methods in Economics 2006 |
| page_num |
525-530 |
| publisher |
| place |
Plzeň |
| name |
University of West Bohemia in Pilsen |
| year |
2006 |
|
| editor |
|
|
| title
(cze) |
MCMC metody ve výpočetní statistice a ekonometrii |
| keyword |
Random search |
| keyword |
MCMC |
| keyword |
optimization |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| name1 |
Volf |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/04/1294 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001810 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The paper recals the MCMC methods, namely the Gibbs algorithm, the Metropolis--Hastings algorithm and variants used for solution of optimization problems, namely the simulated annealing. The objective is to describe the schemes of the algorithms, to recall their theoretical foundation, and to show their use both in Bayes data analysis and in randomized optimization problem. |
| abstract
(cze) |
Práce připomíná podstatu a algoritmy Markov chain Monte Carlo metod (Gibbsův sampler, algoritmus Metropolise a Hastingse) a ukazuje jejich použití jak v Bayesovské analýze dat, tak v problému optimalizace, ve spojení se simulovaným žíháním. |
| action |
| ARLID |
cav_un_auth*0216663 |
| name |
Mathematical Methods in Economics 2006 |
| place |
Plzeň |
| dates |
13.09.2006-15.09.2006 |
| country |
CZ |
|
| reportyear |
2010 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0134931 |
| arlyear |
2006 |
| mrcbU63 |
cav_un_epca*0076799 Proceedings of the 24th International Conference Mathematical Methods in Economics 2006 978-80-7043-480-2 525 530 Plzeň University of West Bohemia in Pilsen 2006 |
| mrcbU67 |
Lukáš L. 340 |
|