Mixing of MCMC algorithms (Q5107455): Difference between revisions
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scientific article; zbMATH DE number 7193837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixing of MCMC algorithms |
scientific article; zbMATH DE number 7193837 |
Statements
Mixing of MCMC algorithms (English)
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27 April 2020
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MCMC
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acceptance rates in Metropolis-Hastings algorithm
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mixing
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optimal step length
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recurrence
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variance estimates
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