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

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Revision as of 14:11, 22 February 2024

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Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
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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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