Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms
Richard G. Everitt · OpenGrey (Institut de l'Information Scientifique et Technique) · 2008
In this thesis we investigate two alternative ways of improving Monte Carlo methods: 1. Through monitoring the autocorrelation time in a Markov chain Monte Carlo algorithm. 2. Through the use of auto-validating methods.