Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529): Difference between revisions

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15 September 2014
Timestamp+2014-09-15T00:00:00Z
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Property / publication date: 15 September 2014 / rank
 
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Property / author
 
Property / author: Leif T. Johnson / rank
 
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Property / author
 
Property / author: Charles J. Geyer / rank
 
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Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (English)
Property / title: Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (English) / rank
 
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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: 65C05 / rank
 
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Property / zbMATH DE Number: 6344402 / rank
 
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Markov chain Monte Carlo
Property / zbMATH Keywords: Markov chain Monte Carlo / rank
 
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change of variable
Property / zbMATH Keywords: change of variable / rank
 
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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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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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    40
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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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