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Swendsen–Wang 及相关采样方法的分析AI 解读

Summary Convergence rates, statistical efficiency and sampling costs are studied for the original and extended Swendsen–Wang methods of generating a sample path {S j, j≥1} with equilibrium distribution π, with r distinct elements, on a finite state space X of size N 1. Given S j-1, each method uses auxiliary random variables to identify the subset of X from which S j is to be randomly sampled. Let πmin and πmax denote respectively the smallest and largest elements in π and…

宽平稳自回归序列观测均值的估计AI 解读

This study concerns the relative efficiency of the least-squares estimator of the mean of a covariance stationary sequence that has a constant mean and an autoregressive representation of order p. Our results augment those in [2]. The results in Section 1 include for any positive integer p the variance of the LSE, the BLUE in terms of autoregressive coefficients, the variance of the BLUE and the range of applications of Ylvisaker's theorem [7] regarding a lower bound on…

宽平稳自回归序列观测均值的估计AI 解读

This study concerns the relative efficiency of the least-squares estimator of the mean of a covariance stationary sequence that has a constant mean and an autoregressive representation of order p. Our results augment those in [2]. The results in Section 1 include for any positive integer p the variance of the LSE, the BLUE in terms of autoregressive coefficients, the variance of the BLUE and the range of applications of Ylvisaker's theorem [7] regarding a lower bound on…