A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers (Q2244839)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers |
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A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers (English)
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12 November 2021
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geometric ergodicity
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Markov chain Monte Carlo
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minorization
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mixing time
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