This repository contains an implementation of the Metropolis-Hastings algorithm parallelized using the Python Multiprocessing module. Provided in MH-Parallel.py is an example of the ...

We propose new control variates for variance reduction in estimation of mean values using the Metropolis-Hastings algorithm. Traditionally, states that are rejected in the Metropolis-Hastings ...

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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 ...