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Statistical guarantees for stochastic Metropolis-Hastings.

Sebastian BieringerGregor KasieczkaMaximilian F. SteffenMathias Trabs
Published in: CoRR (2023)
Keyphrases
  • metropolis hastings
  • sampling algorithm
  • posterior distribution
  • particle filtering
  • markov chain monte carlo
  • monte carlo
  • information theoretic
  • statistical methods