The Annals of Statistics, Vol. 41, No. 2 (April 2013), pp. 870-896 (27 pages) We introduce a three-parameter random walk with reinforcement, called the (θ, α, β) scheme, which generalizes the linearly ...
We describe the ergodic properties of some Metropolis–Hastings algorithms for heavy-tailed target distributions. The results of these algorithms are usually analyzed under a subgeometric ergodic ...
Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant. In today’s column, I closely examine an innovative way of ...
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