Smoothness of Metropolis-Hastings algorithm and application to entropy estimation

DOI10.1051/PS/2012004zbMATH Open1395.62255OpenAlexW2017929006MaRDI QIDQ5408501FDOQ5408501

P. Vandekerkhove, Didier Chauveau

Publication date: 10 April 2014

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2012004

zbMATH Keywords

entropyMetropolis-Hastings algorithmKullback divergencenonparametric statistic

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

Cited In (1)

• Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling

This page was built for publication: Smoothness of Metropolis-Hastings algorithm and application to entropy estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5408501)