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Volumn 30, Issue 4, 2003, Pages 699-718

Density Estimation for the Metropolis-Hastings Algorithm

Author keywords

Density estimation; Hastings algorithm; Metropolis

Indexed keywords


EID: 0242458502     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00359     Document Type: Article
Times cited : (14)

References (19)
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    • Hastings, W.1
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    • Nadaraya, E.1
  • 12
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    • Geometric convergence and central limit theorems for multi-dimensional Hastings and Metropolis algorithms
    • Roberts, G. & Tweedie, R. (1996). Geometric convergence and central limit theorems for multi-dimensional Hastings and Metropolis algorithms. Biometrika 83, 95-110.
    • (1996) Biometrika , vol.83 , pp. 95-110
    • Roberts, G.1    Tweedie, R.2
  • 13
    • 0031285157 scopus 로고    scopus 로고
    • Weak convergence and optimal scaling of random walk Metropolis algorithms
    • Roberts, G., Gelman, A. & Gilks, W. (1997). Weak convergence and optimal scaling of random walk Metropolis algorithms. Ann. Appl. Probab. 7, 110-120.
    • (1997) Ann. Appl. Probab. , vol.7 , pp. 110-120
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  • 14
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  • 15
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    • Sheather, S.1    Jones, M.2
  • 17
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  • 19
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    • Nonparametric density and regression estimation for Markov sequences without mixing assumptions
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.