Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal (Q4416158): Difference between revisions
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Revision as of 15:11, 14 February 2024
scientific article; zbMATH DE number 1961247
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English | Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal |
scientific article; zbMATH DE number 1961247 |
Statements
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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