Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (Q4918557): Difference between revisions

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+Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
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+Weak convergence of Metropolis algorithms for non-I.I.D. target distributions
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+Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
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+Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions
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+From Metropolis to diffusions: Gibbs states and optimal scaling.
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+Q2744679
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+Optimal scaling for random walk Metropolis on spherically constrained target densities
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+Optimal metropolis algorithms for product measures on the vertices of a hypercube
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+Optimal scaling for various Metropolis-Hastings algorithms.
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+A class of spherical and elliptical distributions with Gaussian-like limit properties
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+Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
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