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Random ray monte carlo - PowerPoint PPT Presentation

Jun Liu Department of Statistics Stanford University

Multiple-Try Metropolis. Jun Liu Department of Statistics Stanford University. Based on the joint work with F. Liang and W.H. Wong. The Basic Problems of Monte Carlo. Draw random variable Estimate the integral . Sometimes with unknown normalizing constant. c g( x ). c. u cg ( x ).

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Random ray monte carlo - PowerPoint PPT Presentation

Jun Liu Department of Statistics Stanford University