Optimal scaling for random walk Metropolis on spherically constrained target densities (Q931379): Difference between revisions
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English | Optimal scaling for random walk Metropolis on spherically constrained target densities |
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Optimal scaling for random walk Metropolis on spherically constrained target densities (English)
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25 June 2008
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Random walk Metropolis algorithm
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Markov chain Monte Carlo
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Optimal scaling
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Spherical distributions
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