Mixing of MCMC algorithms (Q5107455): Difference between revisions

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+https://doi.org/10.1080/00949655.2019.1615064
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+W2944205837
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@@ Property / cites work @@
+Regeneration in Markov Chain Samplers
@@ Property / cites work: Regeneration in Markov Chain Samplers / rank @@
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+Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains''
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@@ Property / cites work @@
+Optimal Scaling of Discrete Approximations to Langevin Diffusions
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@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
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+Batch means and spectral variance estimators in Markov chain Monte Carlo
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process
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@@ Property / cites work @@
+Geometric bounds for eigenvalues of Markov chains
@@ Property / cites work: Geometric bounds for eigenvalues of Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral bounds for certain two-factor non-reversible MCMC algorithms
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@@ Property / cites work @@
+Geometric convergence of the Metropolis-Hastings simulation algorithm
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@@ Property / cites work @@
+Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
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@@ Property / cites work @@
+Q3172404
@@ Property / cites work: Q3172404 / rank @@
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+Optimal scaling for various Metropolis-Hastings algorithms.
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@@ Property / cites work @@
+Optimal scaling for partially updating MCMC algorithms
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+Q127898112
@@ Property / Wikidata QID: Q127898112 / rank @@
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+Publication:5107455