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Show how to generate a Poisson random variable with parameter using Metropolis - Hastings. Use simple symmetric random walk as the proposal distribution
Show how to generate a Poisson random variable with parameter using Metropolis - Hastings. Use simple symmetric random walk as the proposal distribution
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Statistical Inference Via Convex Optimization
Authors: Anatoli Juditsky, Arkadi Nemirovski
1st Edition
0691200319, 9780691200316
