S.D. Hill
- Stationarity and Convergence of the Metropolis-Hastings Algorithm: Insights into Theoretical Aspects
2019/01/17 by S.D. Hill, James C. Spall · 1 citation
Mathematics · Computer Science · Engineering · #Markov Chains and Monte Carlo Methods #Bayesian Methods and Mixture Models #Gaussian Processes and Bayesian Inference #Markov chain Monte Carlo #Metropolis–Hastings algorithm #Gibbs sampling #Algorithm #Computer science #Monte Carlo method #Convergence (economics) #Markov chain #Sampling (signal processing) #Sequence (biology) #Markov process #Rejection sampling #Range (aeronautics) #Probability distribution #Hybrid Monte Carlo #Mathematics #Mathematical optimization #Artificial intelligence #Statistics #Machine learning #Bayesian probability #Engineering