This Thursday, June 11, marks the 100th birthday of mathematician Nicholas Metropolis (1915-99). An early recruit to the Manhattan Project who became a mainstay at the Los Alamos National Laboratory, ...
We describe the ergodic properties of some Metropolis–Hastings algorithms for heavy-tailed target distributions. The results of these algorithms are usually analyzed under a subgeometric ergodic ...
We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Stat. Methodol. 16 (2014) 100–116), a methodology that is designed to update all the parameters ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback