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多维 Hastings 与 Metropolis 算法的几何收敛和中心极限定理AI 解读

We develop results on geometric ergodicity of Markov chains and apply these and other recent results in Markov chain theory to multidimensional Hastings and Metropolis algorithms. For those based on random walk candidate distributions, we find sufficient conditions for moments and moment generating functions to converge at a geometric rate to a prescribed distribution π. By phrasing the conditions in terms of the curvature of the densities we show that the results apply to…

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抽样调查数据的逻辑回归分析AI 解读

Standard chi-squared, X2 or likelihood ratio, G2, test statistics for logistic regression analysis, involving a binary response variable, are adjusted to take account of the survey design. These adjustments are based on certain generalized design effects. Logistic regression diagnostics to detect any outlying cell proportions in the table and influential points in the factor space are also developed, taking account of the survey design. Finally, the results are used to…