چکیده مقاله
In this work, we exert some modifications in the hybrid Morkov chain Monte Carlo algorithms for matrix inversion We suggest a new technique to approximate the inverse of the strictly diagonally dominant matrix and we impose corrections in the hybrid Monte Carlo algorithm to obtain the inverse matrix in general Finally, we represent numerical examples to show the correctness of the theoretical results
کلیدواژهها
Transition probability Matrix inversion Hybrid Markov chain Monte Carlo
نویسندگان
Behrouz Fathi Vajargah
Department of Statistics, University of Guilan, P O Box ۴۱ ۳۳۵ ۱۹۱۴
Zeinab Hassanzadeh
Department of Applied Mathematics, University of Guilan, P O Box ۴۱ ۳۳۵ ۱۹۱۴
شیوه ارجاع
Fathi-Vajargah, Behrouz and Hassanzadeh, Zeinab,1396,Modified hybrid Monte Carlo method to compute matrix inversion,2rd International Conference on Soft Computing,Rudsar
ارائهشده در
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