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Results tagged with metropolis-hastings
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user 77072
A special type of Markov Chain Monte Carlo (MCMC) algorithm used to simulate from complex probability distributions. It is validated by Markov chain theory and offers a wide range of possible implementations.
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Convergence maximum of Normal rv to gumbel through simulation (metropolis hastings)
I would like to see the convergence of an order statistic to its respective Extreme Value attractor by simulating with the Metropolis Hastings algorithm (I am self-studying MCMC algos).
I was trying w …