Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529)
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scientific article; zbMATH DE number 6344402
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| English | Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm |
scientific article; zbMATH DE number 6344402 |
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40
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6
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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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0.8417475819587708
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0.8380658626556396
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0.8186101317405701
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0.8186101317405701
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