Scaling analysis of delayed rejection MCMC methods (Q2513657): Difference between revisions
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Revision as of 19:00, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling analysis of delayed rejection MCMC methods |
scientific article |
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Scaling analysis of delayed rejection MCMC methods (English)
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28 January 2015
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random walk Metropolis
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weak convergence
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diffusion
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correlated proposals
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multiple proposals
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numerical examples
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Markov chain Monte Carlo (MCMC) method
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asymptotic efficiency
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delayed rejection strategy
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Metropolis-Hastings algorithm
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scaling
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