Robust adaptive Metropolis algorithm with coerced acceptance rate (Q116440): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||||||||||||||
| Property / publication date | |||||||||||||||
7 December 2012
| |||||||||||||||
| Property / publication date: 7 December 2012 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Matti Vihola / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / title | |||||||||||||||
Robust adaptive Metropolis algorithm with coerced acceptance rate (English) | |||||||||||||||
| Property / title: Robust adaptive Metropolis algorithm with coerced acceptance rate (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Open document ID | |||||||||||||||
| Property / zbMATH Open document ID: 1252.65024 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / full work available at URL | |||||||||||||||
| Property / full work available at URL: https://arxiv.org/abs/1011.4381 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 65C40 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 60J22 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62C10 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 65C05 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 6114122 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
acceptance rate | |||||||||||||||
| Property / zbMATH Keywords: acceptance rate / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
adaptive Markov chain Monte Carlo | |||||||||||||||
| Property / zbMATH Keywords: adaptive Markov chain Monte Carlo / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
ergodicity | |||||||||||||||
| Property / zbMATH Keywords: ergodicity / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
Metropolis algorithm | |||||||||||||||
| Property / zbMATH Keywords: Metropolis algorithm / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
robustness | |||||||||||||||
| Property / zbMATH Keywords: robustness / rank | |||||||||||||||
Normal rank | |||||||||||||||
Revision as of 10:02, 4 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust adaptive Metropolis algorithm with coerced acceptance rate |
scientific article |
Statements
22
0 references
5
0 references
997-1008
0 references
4 August 2011
0 references
7 December 2012
0 references
Robust adaptive Metropolis algorithm with coerced acceptance rate (English)
0 references
acceptance rate
0 references
adaptive Markov chain Monte Carlo
0 references
ergodicity
0 references
Metropolis algorithm
0 references
robustness
0 references
