We propose new control variates for variance reduction in estimation of mean values using the Metropolis-Hastings algorithm. Traditionally, states that are rejected in the Metropolis-Hastings ...
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 ...
Markov Chain Monte Carlo (MCMC) methods allow Bayesian models to be fitted, where prior distributions for the model parameters are specified. By default MLwiN sets diffuse priors which can be used to ...
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