A multi-point Metropolis scheme with generic weight functions
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Publication:449426
DOI10.1016/j.spl.2012.04.008zbMath1315.65004arXiv1112.4048OpenAlexW2097397563WikidataQ59428116 ScholiaQ59428116MaRDI QIDQ449426
Luca Martino, Jesse Read, Victor Pascual Del Olmo
Publication date: 30 August 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.4048
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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