Optimal scaling of Metropolis algorithms: Heading toward general target distributions
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Publication:3626373
DOI10.1002/cjs.5550360401zbMath1167.60344MaRDI QIDQ3626373
Jeffrey S. Rosenthal, Mylène Bédard
Publication date: 22 May 2009
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.5550360401
60J22: Computational methods in Markov chains
60F05: Central limit and other weak theorems
65C40: Numerical analysis or methods applied to Markov chains
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