Mode Jumping Proposals in MCMC
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Publication:2722311
DOI10.1111/1467-9469.00232zbMath0972.65005MaRDI QIDQ2722311
Håkon Tjelmeland, Bjørn Kåre Hegstad
Publication date: 11 July 2001
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00232
optimization; Markov chain Monte Carlo algorithms; Metropolis-Hastings method; multi-model distributions
60J22: Computational methods in Markov chains
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
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