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Perturbation bounds for Monte Carlo within Metropolis via restricted approximations
The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a perturbed Metropolis–Hastings (MH) algorithm, provides an approach for approximate sampling when the target distribution is intractable. Assuming the unperturbed Markov chain is geometrically ergodic, we show explicit estimates of...
Gardado en:
| Publicado en: | Stoch Process Their Appl |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Elsevier
2020
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| Assuntos: | |
| Acceso en liña: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7074005/ https://ncbi.nlm.nih.gov/pubmed/32255890 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spa.2019.06.015 |
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