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