On solving integral equations using Markov chain Monte Carlo methods

In this paper, we propose an original approach to the solution of Fredholm equations of the second kind. We interpret the standard Von Neumann expansion of the solution as an expectation with respect to a probability distribution defined on a union of subspaces of variable dimension. Based on this r...

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Bibliographic Details
Main Authors: Doucet, A, Johansen, A, Tadic, V
Format: Journal article
Language:English
Published: 2010