7.17 Why is the output from the Metropolis-Hastings method a Markov chain? How can the autocorrelation function

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7.17 Why is the output from the Metropolis-Hastings method a Markov chain? How can the autocorrelation function for such output reveal appreciable correlations between values several steps apart?

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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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7.17 Why is the output from the Metropolis-Hastings method a Markov chain? How can the autocorrelation function for such output reveal appreciable correlations between values several steps apart?
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7.17 Why is the output from the Metropolis-Hastings method a Markov chain? How can the autocorrelation function

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Applied Stochastic Modelling

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