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Metropolis-Hastings algorithm
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patpat

Frequent VisitorJoined: 13 Apr 2004Posts: 29

Posted: Sun Nov 21, 2004 11:15 pm    Post subject: Metropolis-Hastings algorithm

I have some questions about Metropolis-Hastings algorithm: 1. What is its error bound after n iterations? 2. What is its mixing time? I want to find the information about this algorithm, could someone tell me more?

Thanks….

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