An Extension of the Metropolis Algorithm (Q4678836)

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scientific article; zbMATH DE number 2171283
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An Extension of the Metropolis Algorithm
scientific article; zbMATH DE number 2171283

    Statements

    An Extension of the Metropolis Algorithm (English)
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    23 May 2005
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    acceleration
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    Markov chain Monte Carlo
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    Metropolis algorithm
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    rate of convergence
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    risk domination
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    variance reduction
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