Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065): Difference between revisions
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Revision as of 02:12, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics |
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Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (English)
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21 April 2022
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Bernstein-von Mises theorem
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large-sample theory
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Markov chain Monte Carlo
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optimal tuning
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weak convergence
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