mcmc (Q26546): Difference between revisions
From MaRDI portal
Removed claim: depends on software (P342): R (Q13519) |
Swh import (talk | contribs) SWHID from Software Heritage |
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Property / cites work: Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm / rank | |||||||||||||||
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publication date: 17 September 2005
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publication date: 5 April 2005
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publication date: 14 April 2009
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publication date: 22 September 2009
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publication date: 9 October 2009
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publication date: 3 May 2010
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publication date: 15 January 2012
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publication date: 22 August 2012
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publication date: 31 March 2013
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publication date: 2 April 2014
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publication date: 17 July 2015
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publication date: 16 April 2017
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publication date: 16 February 2020
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publication date: 10 March 2019
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publication date: 3 July 2012
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publication date: 16 November 2023
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16 November 2023
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Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, 2012, <doi:10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable. | |||||||||||||||
Property / description: Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, 2012, <doi:10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable. / rank | |||||||||||||||
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Property / author: Charles J. Geyer / rank | |||||||||||||||
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Property / cites work: Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm / rank | |||||||||||||||
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software version identifier: ≥ 3.6.0 | |||||||||||||||
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Property / source code repository: https://github.com/cran/mcmc / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:3cf0784b911efabc32cd8bed7ae0420699d2e846 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:3cf0784b911efabc32cd8bed7ae0420699d2e846 / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:3cf0784b911efabc32cd8bed7ae0420699d2e846 / qualifier | |||||||||||||||
point in time: 17 December 2023
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Latest revision as of 18:08, 21 March 2024
Markov Chain Monte Carlo
Language | Label | Description | Also known as |
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English | mcmc |
Markov Chain Monte Carlo |
Statements
16 November 2023
0 references
Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, 2012, <doi:10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable.
0 references
17 December 2023
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