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Persistent link: https://www.econbiz.de/10005285227
In this paper, we use recent results of Jarner & Roberts (<b>"Ann. Appl. Probab.,"</b> 12, 2002, 224) to show polynomial convergence rates of Monte Carlo Markov Chain algorithms with polynomial target distributions, in particular random-walk Metropolis algorithms, Langevin algorithms and independence...
Persistent link: https://www.econbiz.de/10005195850
Persistent link: https://www.econbiz.de/10010713393