Optimal scaling for random walk Metropolis on spherically constrained target densities (Q931379)

From MaRDI portal
Revision as of 14:55, 7 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Optimal scaling for random walk Metropolis on spherically constrained target densities
scientific article

    Statements

    Optimal scaling for random walk Metropolis on spherically constrained target densities (English)
    0 references
    0 references
    0 references
    25 June 2008
    0 references
    0 references
    Random walk Metropolis algorithm
    0 references
    Markov chain Monte Carlo
    0 references
    Optimal scaling
    0 references
    Spherical distributions
    0 references