Open AccessCorrection: Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
Author(s) -
Leif T. Johnson,
Charles J. Geyer
Publication year - 2013
Publication title -
annals of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.877
H-Index - 178
eISSN - 2168-8966
pISSN - 0090-5364
DOI - 10.1214/13-aos1146
Subject(s) - mathematics , ergodicity , random walk , metropolis–hastings algorithm , transformation (genetics) , variable (mathematics) , algorithm , statistics , mathematical analysis , markov chain monte carlo , monte carlo method , biochemistry , chemistry , gene