Can the adaptive Metropolis algorithm collapse without the covariance lower bound? (Q638374): Difference between revisions
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Revision as of 16:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can the adaptive Metropolis algorithm collapse without the covariance lower bound? |
scientific article |
Statements
Can the adaptive Metropolis algorithm collapse without the covariance lower bound? (English)
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9 September 2011
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adaptive Metropolis algorithm
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symmetric random-walk Metropolis algorithm
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covariance matrix
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eigenvalues
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