Gamma_{i} drawn from a known probability density distribution p(Gamma) Explain why the sequence of deviates produced will contain sequential correlation, and what might be done in

Database System Concepts
7th Edition
ISBN:9780078022159
Author:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Publisher:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Chapter1: Introduction
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Explain the reason for using Importance Sampling in Monte Carlo methods. Outline the key elements. of how the Metropolis algorithm may be used to generate a sequence of deviates Gamma_{i} drawn from a known probability density distribution p(Gamma) Explain why the sequence of deviates produced will contain sequential correlation, and what might be done in practical applications of the algorithm to overcome this.

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