The Annals of Statistics, Vol. 41, No. 2 (April 2013), pp. 870-896 (27 pages) We introduce a three-parameter random walk with reinforcement, called the (θ, α, β) scheme, which generalizes the linearly ...
Discover how Markov chains predict real systems, from Ulam and von Neumann’s Monte Carlo to PageRank, so you can grasp ...
A common tool in the practice of Markov chain Monte Carlo (MCMC) is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or is intractable. A ...
Markov Chain Monte Carlo (MCMC) methods have become indispensable in contemporary statistical science, enabling researchers to approximate complex probability distributions that are otherwise ...
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