MCMC convergence diagnosis via multivariate bounds on log-concave densities (Q1807067): Difference between revisions

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Revision as of 20:45, 19 March 2024

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MCMC convergence diagnosis via multivariate bounds on log-concave densities
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    MCMC convergence diagnosis via multivariate bounds on log-concave densities (English)
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    9 November 1999
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    numerical examples
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    Markov chain Monte Carlo methods
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    tail probability
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    piecewise linear bounds
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    concave log-density
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    inference
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    convergence diagnostics
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