Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals (Q2631371)
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English | Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals |
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Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals (English)
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29 July 2016
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ergodic convergence
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Markov chain Monte Carlo
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Metropolis-within Gibbs sampling
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multivariate \(t\) mixtures
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simulated annealing
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variational approximation
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