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Graduate Student Research  [2]

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Supporting Theory and Data Analysis for "Long Range Search for Maximum Likelihood in Exponential Families"

Okabayashi, Saisuke; Geyer, Charles J. (2011-07-23)
Exponential families are often used to model data sets with complex dependence. Maximum likelihood estimators (MLE) can be difficult to estimate when the likelihood is expensive to compute. Markov chain Monte Carlo (MCMC) ...

Geometric ergodicity of a random-walk Metropolis algorithm for a transformed density

Johnson, Leif; Geyer, Charles J. (2010-11-22)
Curvature conditions on a target density in R^k for the geometric ergodicity of a random-walk Metropolis algorithm have previously been established (Mengersen and Tweedie(1996), Roberts and Tweedie(1996), Jarner and ...