Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529): Difference between revisions
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Latest revision as of 17:36, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm |
scientific article |
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1 December 2012
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15 September 2014
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Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (English)
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Markov chain Monte Carlo
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change of variable
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exponential family
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conjugate prior
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Markov chain isomorphism
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drift condition
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Metropolis-Hastings-Green algorithm
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