Scaling analysis of delayed rejection MCMC methods (Q2513657): Difference between revisions

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Revision as of 14:08, 9 July 2024

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Scaling analysis of delayed rejection MCMC methods
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    Scaling analysis of delayed rejection MCMC methods (English)
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    28 January 2015
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    random walk Metropolis
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    weak convergence
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    diffusion
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    correlated proposals
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    multiple proposals
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    numerical examples
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    Markov chain Monte Carlo (MCMC) method
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    asymptotic efficiency
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    delayed rejection strategy
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    Metropolis-Hastings algorithm
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    scaling
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