Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...

What Is Markov Chain Monte Carlo? Markov Chain Monte Carlo (MCMC) is a powerful technique used in statistics and various scientific fields to sample from complex probability distributions. It is ...

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 ...

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