Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density (Q5460693)
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scientific article; zbMATH DE number 2187522
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| English | Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density |
scientific article; zbMATH DE number 2187522 |
Statements
Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density (English)
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18 July 2005
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invariant measure
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backward coupling
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coupling from the past
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exact sampling
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perfect sampling
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Metropolis-Hastings algorithm
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numerical examples
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0.8399795293807983
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0.8367559313774109
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0.8340217471122742
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0.8236933350563049
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0.8231001496315002
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