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Chen, Pei-de 1
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Statistics & Probability Letters 1
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Hastings-Metropolis algorithms and reference measures
Chen, Pei-de - In: Statistics & Probability Letters 38 (1998) 4, pp. 323-328
In this note, we discuss the possible existence and effect of different reference measures on the Hastings-Metropolis (H-M) algorithm. We prove that the standard H-M algorithm as a Markov chain does not depend on the choice of the reference measure, and we obtain a sufficient and necessary...
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