Mixing of MCMC algorithms (Q5107455)

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scientific article; zbMATH DE number 7193837
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English
Mixing of MCMC algorithms
scientific article; zbMATH DE number 7193837

    Statements

    title
    Mixing of MCMC algorithms (English)
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    author
    Lars Holden
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    publication date
    27 April 2020
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    7193837
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