mcmc (Q26546): Difference between revisions
From MaRDI portal
Set profile property. |
Removed claim: depends on software (P342): Item:Q13519 |
||
Property / depends on software | |||
Property / depends on software: R / rank | |||
Property / depends on software: R / qualifier | |||
Revision as of 14:03, 4 March 2024
Markov Chain Monte Carlo
Language | Label | Description | Also known as |
---|---|---|---|
English | mcmc |
Markov Chain Monte Carlo |
Statements
16 November 2023
0 references
Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, 2012, <doi:10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable.
0 references