Optimal scaling of the random walk Metropolis algorithm under <i>L</i><sup><i>p</i></sup> mean differentiability (Q4684918): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:42, 7 February 2024
scientific article; zbMATH DE number 6943619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal scaling of the random walk Metropolis algorithm under <i>L</i><sup><i>p</i></sup> mean differentiability |
scientific article; zbMATH DE number 6943619 |
Statements
Optimal scaling of the random walk Metropolis algorithm under <i>L</i><sup><i>p</i></sup> mean differentiability (English)
0 references
26 September 2018
0 references
random walk Metropolis
0 references
Markov chain Monte Carlo
0 references
optimal scaling
0 references
\(L^p\) mean differentiability
0 references
