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Ergodicity of Markov chain Monte Carlo with reversible proposal.

Kengo Kamatani
Published in: J. Appl. Probab. (2017)
Keyphrases
  • markov chain monte carlo
  • markov chain
  • monte carlo
  • state space
  • markov chain monte carlo sampling
  • support vector
  • generative model
  • parameter estimation
  • posterior probability
  • bayesian inference