7.11 Verify that when the transition matrix P is constructed from the transition Q in the Metropolis-Hastings

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7.11 Verify that when the transition matrix P is constructed from the transition Q in the Metropolis-Hastings method, then P is irreducible if and only if Q is.

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Applied Stochastic Modelling

ISBN: 9781584886662

2nd Edition

Authors: Byron J.T. Morgan

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Question Posted: Nov 05, 2024 06:00 AM

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7.11 Verify that when the transition matrix P is constructed from the transition Q in the Metropolis-Hastings method, then P is irreducible if and only if Q is.
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7.11 Verify that when the transition matrix P is constructed from the transition Q in the Metropolis-Hastings

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Applied Stochastic Modelling

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