JSM 2005 - Toronto

Abstract #302784

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.



The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

The Program has labeled the meeting rooms with "letters" preceding the name of the room, designating in which facility the room is located:

Minneapolis Convention Center = “MCC” Hilton Minneapolis Hotel = “H” Hyatt Regency Minneapolis = “HY”

Back to main JSM 2005 Program page
Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 165
Type: Invited
Date/Time: Monday, August 8, 2005 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #302784
Title: A Quasi-Monte Carlo Metropolis Algorithm
Author(s): Art B. Owen*+
Companies: Stanford University
Address: Sequoia Hall, Stanford, CA, 94305-4020,
Keywords: completely uniformly distributed ; Gibbs sampler ; randomized quasi-Monte Carlo
Abstract:

Recent decades have seen a surge of work in Markov chain Monte Carlo (MCMC) methods and in quasi-Monte Carlo (QMC) methods. MCMC algorithms have greatly expanded the range of problems to which Monte Carlo can be applied. QMC methods have better asymptotic error rates than does plain MC, within logarithmic factors of 1/n or, in some randomized versions, 1/(n sqrt(n)). The published intersection between these two methods is conspicuously small. This talk shows that quasi-Monte Carlo points versions of the Metropolis-Hastings algorithm are consistent for special classes of QMC points known as "completely uniformly distributed." Such point sets may be thought of as the entire period of a small, pseudo-random number generator. This is joint work with Seth Tribble.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2005 program

JSM 2005 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2005