A note on convergence of the equi-energy sampler
In a recent article, 'The equi-energy sampler with applications statistical inference and statistical mechanics' [Ann. Stat., 34 (2006) 1581-1619], Kou, Zhou, and Wong presented a new stochastic simulation method called the equi-energy (EE) sampler. This technique is designed to simulate f...
主要な著者: | , , , |
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フォーマット: | Journal article |
言語: | English |
出版事項: |
2008
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