On the random walk metropolis algorithm
Dissertant
Thesis advisor
University
Islamic University
Faculty
Faculty of Science
Department
Department of Mathematics
University Country
Palestine (Gaza Strip)
Degree
Master
Degree Date
2015
English Abstract
The random walk Metropolis algorithm belongs to the collection of Markov Chain Mote Carlo (MCMC) methods that are used in statistical inference.
It is one of the most common Markov Chain Mote Carlo methods in practical use today.
We would like, in this thesis, to introduce the discrete time Markov chains as stochastic processes having the Markov property .
We also present some prop- erties of the Markov chains that are needed to the random walk Metropolis algorithm and related to the Markov Chain Mote Carlo methods such as the detailed balance, irreducibility, and aperiodicity properties .And we introduce the random walk as stochastic process,and present some examples of the ran- dom walk having the Markov property.
we will introduce some of the basic algorithms that belong to the Markov Chain Mote Carlo methods, and we ex- plore the theoretical properties of the random walk Metropolis algorithm for certain kinds of target random variables.
Theoretical properties of the random walk Metropolis algorithm for certain spe- cial classes of target have been investigated extensively.
We will also describe and study some of the related derived results that have important practical implications.
We will also demonstrate the impact of the random walk Metropolis algorithm for some practical examples using the R programing language in simulation.
Main Subjects
No. of Pages
69
Table of Contents
Table of contents.
Abstract.
Abstract in Arabic.
Introduction.
Chapter One : Markov chain.
Chapter Two : Random walk.
Chapter Three : Markov chain monte carlo.
Chapter Four : Simulation.
conclustion.
References.
American Psychological Association (APA)
Maymah, Duaa Hatim Muhammad. (2015). On the random walk metropolis algorithm. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-688616
Modern Language Association (MLA)
Maymah, Duaa Hatim Muhammad. On the random walk metropolis algorithm. (Master's theses Theses and Dissertations Master). Islamic University. (2015).
https://search.emarefa.net/detail/BIM-688616
American Medical Association (AMA)
Maymah, Duaa Hatim Muhammad. (2015). On the random walk metropolis algorithm. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-688616
Language
English
Data Type
Arab Theses
Record ID
BIM-688616
