A common tool in the practice of Markov chain Monte Carlo (MCMC) is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or is intractable. A ...
In this article we discuss the problem of assessing the performance of Markov chain Monte Carlo (MCMC) algorithms on the basis of simulation output. In essence, we extend the original ideas of Gelman ...
Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant. In today’s column, I closely examine an innovative way of ...
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