Title of article :
On the geometric ergodicity of hybrid samplers
Author/Authors :
Fort، G. نويسنده , , Moulines، E. نويسنده , , Roberts، G. O. نويسنده , , Rosenthal، J. S. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
-122
From page :
123
To page :
0
Abstract :
We describe an algorithm to obtain additive trees based upon the preservation of the clusters structure and the minimization of the stress measure between the additive distance and the best linear combination of the initial dissimilarity. For the proposed method we introduce a hypothesis test to evaluate the statistical significance of the additive structure and perform a first simulation study to evaluate the percentage reduction in stress.
Keywords :
Markov chain Monte Carlo , hybrid sampler , Geometric ergodicity
Journal title :
JOURNAL OF APPLIED PROBABILITY
Serial Year :
2003
Journal title :
JOURNAL OF APPLIED PROBABILITY
Record number :
78340
Link To Document :
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