Geometric Ergodicity of the Random Walk Metropolis with Position-Dependent Proposal Covariance

We consider a Metropolis–Hastings method with proposal <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi mathvariant="script">N</mi><mo>(</mo><mi>x</mi><mo>,</mo><mi>h</mi><mi>G</mi><msup><mrow><mo>(</mo><mi>x</mi><mo>)</mo></mrow><mrow><mo>−</mo>...

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主要作者:	Samuel Livingstone
格式:	Artigo
語言:	Inglês
出版:	MDPI AG 2021-02-01
叢編:	Mathematics
主題:	Monte Carlo MCMC Markov chains computational statistics bayesian inference
在線閱讀:	https://www.mdpi.com/2227-7390/9/4/341
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