搜索结果: 1-2 共查到“概率论 Weak convergence”相关记录2条 . 查询时间(0.046 秒)
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
font style='font-size:12px;'>
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
Weak convergence of random walks conditioned to stay away
Weak convergence walks conditioned
font style='font-size:12px;'>
2010/11/29
Let {Xn}n∈N be a sequence of i.i.d. randomvariables in Zd. Let Sk = X1 + ...+ Xk and Yn(t) be the continuous process on [0, 1] for which Yn(k/n) = Sk/√n k = 1, ..., n and which is linearly interpolate...