Preconditioned Crank–Nicolson algorithm
id:
preconditioned-crank-nicolson-algorithm-289-14633875
title:
Preconditioned Crank–Nicolson algorithm
text:
In computational statistics, the preconditioned Crank–Nicolson algorithm (pCN) is a Markov chain Monte Carlo (MCMC) method for obtaining random samples – sequences of random observations – from a target probability distribution for which direct sampling is difficult. The most significant feature of the pCN algorithm is its dimension robustness, which makes it well-suited for high-dimensional sampling problems. The pCN algorithm is well-defined, with non-degenerate acceptance probability, even fo
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Preconditioned_Crank%E2%80%93Nicolson_algorithm
date created:
date modified:
2024-03-25T15:40:35Z
main entity:
{"identifier":"Q60794122","url":"https://www.wikidata.org/entity/Q60794122"}
image:
fields total:
13
integrity:
13