Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529): Difference between revisions
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15 September 2014
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Property / author: Leif T. Johnson / rank | |||||||||||||||
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Property / author: Charles J. Geyer / rank | |||||||||||||||
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Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (English) | |||||||||||||||
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Property / zbMATH Open document ID: 1297.60052 / rank | |||||||||||||||
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Property / full work available at URL: https://arxiv.org/abs/1302.6741 / rank | |||||||||||||||
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Property / full work available at URL: https://projecteuclid.org/euclid.aos/1361542074 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 60J22 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 60J05 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 65C05 / rank | |||||||||||||||
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Property / zbMATH DE Number: 6344402 / rank | |||||||||||||||
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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 | |||||||||||||||
Property / zbMATH Keywords: Markov chain isomorphism / rank | |||||||||||||||
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drift condition | |||||||||||||||
Property / zbMATH Keywords: drift condition / rank | |||||||||||||||
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Metropolis-Hastings-Green algorithm | |||||||||||||||
Property / zbMATH Keywords: Metropolis-Hastings-Green algorithm / rank | |||||||||||||||
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Property / arXiv ID: 1302.6741 / rank | |||||||||||||||
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Latest revision as of 17:36, 18 April 2024
scientific article
Language | Label | Description | Also known as |
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English | Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm |
scientific article |
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40
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6
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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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