Roberts and Geisser, Roberts, and Block have discussed characterizations of random variables certain functions of which have a prescribed distribution. Their results are simplified, unified, and ...
The Annals of Statistics, Vol. 40, No. 6 (December 2012), pp. 3050-3076 (27 pages) A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and ...
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