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
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