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Monte Carlo methods for improper target distributions - MaRDI portal

Monte Carlo methods for improper target distributions (Q485919)

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scientific article; zbMATH DE number 6386282
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English
Monte Carlo methods for improper target distributions
scientific article; zbMATH DE number 6386282

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    Monte Carlo methods for improper target distributions (English)
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    14 January 2015
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    importance sampling
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    improper posterior
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    Markov chains
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    MCMC
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    null recurrence
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    ratio limit theorem
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    regenerative sequence
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