Weak convergence of Metropolis algorithms for non-I.I.D. target distributions (Q2467602)

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Weak convergence of Metropolis algorithms for non-I.I.D. target distributions
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    Weak convergence of Metropolis algorithms for non-I.I.D. target distributions (English)
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    28 January 2008
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    Metropolis algorithm
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    weak convergence
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    optimal scaling
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    diffusion
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    Markov chain Monte Carlo
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