An Extension of the Metropolis Algorithm
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Publication:4678836
DOI10.1081/STA-200052116zbMath1065.60099MaRDI QIDQ4678836
Publication date: 23 May 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
rate of convergenceMarkov chain Monte Carloaccelerationvariance reductionMetropolis algorithmrisk domination
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) General considerations in statistical decision theory (62C05)
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