Optimal scaling of Metropolis algorithms: Heading toward general target distributions (Q3626373): Difference between revisions

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+Mylène Bédard
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+MaRDI publication profile
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+https://doi.org/10.1002/cjs.5550360401
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+W1968782267
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@@ Property / cites work @@
+Q4272783
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+Bayesian computation and stochastic systems. With comments and reply.
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+From Metropolis to diffusions: Gibbs states and optimal scaling.
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+Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
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+Monte Carlo sampling methods using Markov chains and their applications
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+The Multiple-Try Method and Local Optimization in Metropolis Sampling
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+On Metropolis-Hastings algorithms with delayed rejection
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+Optimal scaling for partially updating MCMC algorithms
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+Optimal scaling of random walk Metropolis algorithms with discontinuous target densities
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+General Irreducible Markov Chains and Non-Negative Operators
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+Q3405572
@@ Property / cites work: Q3405572 / rank @@
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Optimal Scaling of Discrete Approximations to Langevin Diffusions
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+Optimal scaling for various Metropolis-Hastings algorithms.
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