Geometric ergodicity of a more efficient conditional Metropolis-Hastings algorithm

Autor:	James M. Flegal, Jianan Hui, Alicia A. Johnson
Rok vydání:	2020
Předmět:	Statistics and Probability symbols.namesake Metropolis–Hastings algorithm Mixing (mathematics) Ergodicity symbols Markov chain Monte Carlo Statistical physics Inefficiency Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 50:4528-4547
ISSN:	1532-415X 0361-0926
DOI:	10.1080/03610926.2020.1719418
Popis:	Despite its extensive application in practice, the Metropolis-Hastings sampler can suffer from slow mixing and, in turn, statistical inefficiency. We introduce a modification to the Metropolis-Hast...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6aeab1536546c4b2802cde14c767f915 https://doi.org/10.1080/03610926.2020.1719418 Zobrazit plný text záznamu