Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal (Q4416158): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/1467-9469.00064 / rank | |||
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| Property / cites work: An automated stopping rule for MCMC convergence assessment / rank | |||
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| Property / cites work: Un algorithme de Hastings-Metropolis avec apprentissage séquentiel / rank | |||
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| Property / cites work: Geometric convergence of the Metropolis-Hastings simulation algorithm / rank | |||
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| Property / cites work: Rates of convergence of the Hastings and Metropolis algorithms / rank | |||
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Latest revision as of 18:04, 5 June 2024
scientific article; zbMATH DE number 1961247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal |
scientific article; zbMATH DE number 1961247 |
Statements
Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal (English)
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7 August 2003
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convergence
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Hastings-Metropolis algorithm
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adaptive proposal
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Markov chain Monte Carlo
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independence sampler
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