Slice Sampling with Multivariate Steps
Markov chain Monte Carlo (MCMC) allows statisticians to sample from a wide variety of multidimensional probability distributions. Unfortunately, MCMC is often difficult to use when components of the target distribution are highly correlated or have disparate variances. This thesis presents three res...
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| Language: | en_ca |
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2011
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| Online Access: | http://hdl.handle.net/1807/31955 |