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Vector Monte Carlo methods for computing disturbances and derivatives with respect to parameters

✍ Scribed by G.A. Mikhailov


Publisher
Elsevier Science
Year
1987
Weight
727 KB
Volume
27
Category
Article
ISSN
0041-5553

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Erratum to β€œA comparison of generalized
✍ Elena Akhmatskaya; Nawaf Bou-Rabee; Sebastian Reich πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 380 KB

This note is to point out an error in the theory part of the publication [1]. We will follow the notations and definitions of [1] unless stated otherwise. Contrary to what is claimed in Section 2.2 of [1], the modified Metropolis-Hastings acceptance criterion (Eq. ( 6) in [1].) does not satisfy a