Comment on Self-fulfilling correlations

Sat, 28 Aug 2010 01:46:28 GMT

borderline examples

I give you Differential evolution Monte Carlo! It slices! It dices! It's a genetic algorithm and a simulated annealing algorithm! But wait -- there's more! You also get an self-tuning Metropolis sampler! (The proof of the correctness of the sampler isn't valid, but the theorem is true; the author gives a correct proof in a subsequent paper.)

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