EntropyMCMC

CRANEntropyMCMCMaRDI QIDQ146444

MCMC Simulation and Convergence Evaluation using Entropy and Kullback-Leibler Divergence Estimation

Didier Chauveau

Last update: 8 March 2019

Software version identifier: 1.0.4

Copyright license: GNU General Public License

Cites work

• Smoothness of Metropolis-Hastings algorithm and application to entropy estimation