On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations (Q2181629)
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English | On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations |
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On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations (English)
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19 May 2020
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Markov chains
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Metropolis-Hastings algorithm
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additive reversiblization
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hitting time
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mixing time
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asymptotic variance
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large deviations
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