Geometric Ergodicity of the Random Walk Metropolis with Position-Dependent Proposal Covariance
We consider a Metropolis–Hastings method with proposal <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi mathvariant="script">N</mi><mo>(</mo><mi>x</mi><m...
| Published in: | Mathematics |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-02-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/4/341 |