The random walk Metropolis: linking theory and practice through a case study

DOI10.1214/10-STS327zbMath1328.60177arXiv1011.6217WikidataQ61434492 ScholiaQ61434492MaRDI QIDQ903288

Chris Sherlock, Paul Fearnhead, Gareth O. Roberts

Publication date: 5 January 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.6217

zbMATH Keywords

adaptive MCMC; MCMC; Metropolis-Hastings; random walk Metropolis; MMPP

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

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