Management Science, Vol. 34, No. 3, Focussed Issue on Heuristics (Mar., 1988), pp. 402-410 (9 pages) A new approximate algorithm for multidimensional zero-one knapsack problems with all positive ...
We consider the Random Walk Metropolis algorithm on ℝn with Gaussian proposals, and when the target probability measure is the n-fold product of a one-dimensional law. It is well known (see Roberts et ...
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