Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (Q4918557): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 18:59, 5 March 2024
scientific article; zbMATH DE number 6157725
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule |
scientific article; zbMATH DE number 6157725 |
Statements
Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (English)
0 references
25 April 2013
0 references
random walk Metropolis
0 references
optimal scaling
0 references
optimal acceptance rate
0 references