All Questions

Let $(E,\mathcal E,\lambda)$ and $(E',\mathcal E',\lambda')$ be measure spaces $f\in L^2(\lambda)$ $I$ be a finite nonempty set $\varphi_i:E'\to E$ be bijective $(\mathcal E',\mathcal E)$-measurable ...

I'm running the Metropolis-Hastings algorithm with state space $E$, target distribution $\mu=p\lambda$ and proposal kernel $Q$ to estimate $\mu(hf)$ for a fixed function $f:E\to[0,\infty)^3$ and a ...