Optimal scaling for random walk Metropolis on spherically constrained target densities (Q931379): Difference between revisions

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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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