MCMC convergence diagnosis via multivariate bounds on log-concave densities (Q1807067)
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English | MCMC convergence diagnosis via multivariate bounds on log-concave densities |
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MCMC convergence diagnosis via multivariate bounds on log-concave densities (English)
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9 November 1999
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numerical examples
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Markov chain Monte Carlo methods
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tail probability
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piecewise linear bounds
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concave log-density
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inference
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convergence diagnostics
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