Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals (Q2631371)

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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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