The random walk Metropolis: linking theory and practice through a case study (Q903288): Difference between revisions

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+.6217
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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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+An Exact Gibbs Sampler for the Markov-Modulated Poisson Process
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+Polynomial convergence rates of Markov chains
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+Bayesian Analysis of Single-Molecule Experimental Data
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+Rates of convergence of the Hastings and Metropolis algorithms
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+Markov chains and stochastic stability
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+Optimal scaling for partially updating MCMC algorithms
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+Optimal scaling for various Metropolis-Hastings algorithms.
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+Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
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