2012 Fiscal Year Final Research Report
Markov chain Monte Carlo method based on perfect sampler
| Project/Area Number |
23651157
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| Research Category |
Grant-in-Aid for Challenging Exploratory Research
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| Allocation Type | Multi-year Fund |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | Chuo University |
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Principal Investigator |
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| Project Period (FY) |
2011 – 2012
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| Keywords | OR / 最適化 / マルコフ連鎖 / MCMC 法 |
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| Research Abstract |
Markov chain Monte Carlo method based on perfect sampler
We proposed an FPRAS (Fully Polynomial time Randomized Approximation Scheme) for calculating the expectation of the critical path length in a stochastic PERT (Program Evaluation and Review Technique) network. Our scheme uses a perfec
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