(Monte-Carlo Markov Chain) Consider the set L which consists of all n-element vectors v whose elements are...
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(Monte-Carlo Markov Chain) Consider the set L which consists of all n-element vectors v whose elements are a permutation of the integers 1 through n. Consider also M ⊂ L whose members satisfy the constraint Σ n k=1kv(k) > C. Use an MCMC algorithm to estimate |M|/|L| for the case that k = 75 and C = 136, 000. Devise the algorithm, explain how it works, and implement it in code. Clearly state the state space S and the transition probabilities. Submit code, the last ten states of the chain that ran in the simulation, and output from the code estimating |M|/|L| . Comment on the results.
Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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