Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal (Q4416158): Difference between revisions

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scientific article; zbMATH DE number 1961247
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Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal
scientific article; zbMATH DE number 1961247

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    Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal (English)
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    7 August 2003
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    convergence
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    Hastings-Metropolis algorithm
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    adaptive proposal
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    Markov chain Monte Carlo
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    independence sampler
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