AMCMC: an R interface for adaptive MCMC
From MaRDI portal
Publication:1020635
DOI10.1016/j.csda.2007.02.021zbMath1203.62001MaRDI QIDQ1020635
Publication date: 2 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.02.021
62-04: Software, source code, etc. for problems pertaining to statistics
65C40: Numerical analysis or methods applied to Markov chains
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Uses Software
Cites Work
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- On the ergodicity properties of some adaptive MCMC algorithms
- Optimal scaling for various Metropolis-Hastings algorithms.
- Componentwise adaptation for high dimensional MCMC
- Sampling-Based Approaches to Calculating Marginal Densities
- Data Analysis Using Stein's Estimator and its Generalizations