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Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density - MaRDI portal

Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density (Q5460693)

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scientific article; zbMATH DE number 2187522
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Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density
scientific article; zbMATH DE number 2187522

    Statements

    Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density (English)
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    18 July 2005
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    invariant measure
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    backward coupling
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    coupling from the past
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    exact sampling
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    perfect sampling
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    Metropolis-Hastings algorithm
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    numerical examples
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    Identifiers

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