Smoothness of Metropolis-Hastings algorithm and application to entropy estimation

Author: Chauveau Didier   Vandekerkhove Pierre  

Publisher: Edp Sciences

E-ISSN: 1262-3318|17|issue|419-431

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.17, Iss.issue, 2013-05, pp. : 419-431

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Abstract