We describe the ergodic properties of some Metropolis–Hastings algorithms for heavy-tailed target distributions. The results of these algorithms are usually analyzed under a subgeometric ergodic ...
When targeting a distribution that is artificially invariant under some permutations, Markov chain Monte Carlo (MCMC) algorithms face the label-switching problem, rendering marginal inference ...
This Thursday, June 11, marks the 100th birthday of mathematician Nicholas Metropolis (1915-99). An early recruit to the Manhattan Project who became a mainstay at the Los Alamos National Laboratory, ...
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