Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (Q4918557): Difference between revisions

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Revision as of 18:59, 5 March 2024

scientific article; zbMATH DE number 6157725
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English
Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule
scientific article; zbMATH DE number 6157725

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    Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (English)
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    25 April 2013
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    random walk Metropolis
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    optimal scaling
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    optimal acceptance rate
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