Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (Q340131): Difference between revisions

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Revision as of 00:47, 20 March 2024

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Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism
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    Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (English)
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    11 November 2016
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    pseudo marginal Markov chain Monte Carlo
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    random walk Metropolis
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    optimal scaling
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    particle Markov chain Monte Carlo method
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    robustness
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    importance sampling
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