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A Metropolis–Hastings algorithm for dynamic causal models

✍ Scribed by Justin R. Chumbley; Karl J. Friston; Tom Fearn; Stefan J. Kiebel

Book ID
118490716
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
808 KB
Volume
38
Category
Article
ISSN
1053-8119

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We study the symmetric random-walk Hastings-Metropolis algorithm in situations where the density is not log-concave in the tails. We show that, under mild technical conditions this algorithm is V-ergodic at a subgeometrical rate.