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We prove explicit, i.e., non-asymptotic, error bounds for Markov Chain Monte Carlo methods, such as the Metropolis algorithm. The problem is to compute the expectation (or integral) of f with respect to a measure π which can be given by a density ? with respect to another measure. A straight simulation of the desired distribution by a random number generator is in general not possible. Thus it is reasonable to use Markov chain sampling with a burn-in. We study such an algorithm and extend the analysis of Lovasz and Simonovits [L. Lovász, M. Simonovits, Random walks in a convex body and an improved volume algorithm, Random Structures Algorithms 4 (4) (1993) 359–412] to obtain an explicit error bound. 相似文献
284.
Mohamed A. Ramadan Mokhtar A. Abdel Naby Ahmed M.E. Bayoumi 《Mathematical and Computer Modelling》2009,50(9-10):1400-1408
In this paper, we consider the explicit solutions of two matrix equations, namely, the Yakubovich matrix equation V−AVF=BW and Sylvester matrix equations AV−EVF=BW,AV+BW=EVF and AV−VF=BW. For this purpose, we make use of Kronecker map and Sylvester sum as well as the concept of coefficients of characteristic polynomial of the matrix A. Some lemmas and theorems are stated and proved where explicit and parametric solutions are obtained. The proposed methods are illustrated by numerical examples. The results obtained show that the methods are very neat and efficient. 相似文献
285.
For the construction of multiwavelets, there are no unified, explicit formulas as that in the scalar case available so far. In this paper, by studying the relationship between length 3 and length 4 filter sequences of orthogonal multiwavelets based on the result of Chui for the construction of length 3 orthogonal multiwavelets, a set of explicit formulas is given for the construction of length 4 high-pass filter sequence. Examples demonstrate that our proposed approach not only provides explicit formulas for the construction of length 4 high-pass filter sequence with multiplicity r, but also yields a set of new low-pass and high-pass filter sequences with length 3 and multiplicity 2r. 相似文献
286.
Shipeng Mao Zhong-ci Shi LSEC ICMSEC Academy of Mathematics Systems Science Chinese Academy of Sciences Beijing China 《计算数学(英文版)》2009,(4):425-440
In this paper, we study the explicit expressions of the constants in the error estimates of the lowest order mixed and nonconforming finite element methods. We start with an explicit relation between the error constant of the lowest order Raviart-Thomas interpolation error and the geometric characters of the triangle. This gives an explicit error constant of the lowest order mixed finite element method. Furthermore, similar results can be ex- tended to the nonconforming P1 scheme based on its close connection with the lowest order Raviart-Thomas method. Meanwhile, such explicit a priori error estimates can be used as computable error bounds, which are also consistent with the maximal angle condition for the optimal error estimates of mixed and nonconforming finite element methods. 相似文献
287.
给出了相对论性无自旋氢原子的解析波函数,推导出了计算径向矩阵元的通项公式.在-6≤s≤3的条件下,给出了径向平均值〈n′l′|rs|n′l′〉的解析表达式. 相似文献