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Paperback Discretization and MCMC Convergence Assessment Book

ISBN: 0387985913

ISBN13: 9780387985916

Discretization and MCMC Convergence Assessment

The exponential increase in the use of MCMC methods and the corre- sponding applications in domains of even higher complexity have caused a growing concern about the available convergence assessment methods and the realization that some of these methods were not reliable enough for all-purpose analyses. Some researchers have mainly focussed on the con- vergence to stationarity and the estimation of rates of convergence, in rela- tion with the eigenvalues...

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Format: Paperback

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Math Mathematics Science & Math

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