Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (Q340131): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C40 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J22 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G50 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6652327 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
pseudo marginal Markov chain Monte Carlo | |||
| Property / zbMATH Keywords: pseudo marginal Markov chain Monte Carlo / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
random walk Metropolis | |||
| Property / zbMATH Keywords: random walk Metropolis / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
optimal scaling | |||
| Property / zbMATH Keywords: optimal scaling / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
particle Markov chain Monte Carlo method | |||
| Property / zbMATH Keywords: particle Markov chain Monte Carlo method / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
robustness | |||
| Property / zbMATH Keywords: robustness / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
importance sampling | |||
| Property / zbMATH Keywords: importance sampling / rank | |||
Normal rank | |||
Revision as of 05:59, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism |
scientific article |
Statements
Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (English)
0 references
11 November 2016
0 references
pseudo marginal Markov chain Monte Carlo
0 references
random walk Metropolis
0 references
optimal scaling
0 references
particle Markov chain Monte Carlo method
0 references
robustness
0 references
importance sampling
0 references
