We describe the ergodic properties of some Metropolis–Hastings algorithms for heavy-tailed target distributions. The results of these algorithms are usually analyzed under a subgeometric ergodic ...
A common tool in the practice of Markov chain Monte Carlo (MCMC) is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or is intractable. A ...
Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant. In today’s column, I closely examine an innovative way of ...
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