Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (Q340131)
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scientific article
| Language | Label | Description | Also known as |
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| English | Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism |
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Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (English)
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11 November 2016
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pseudo marginal Markov chain Monte Carlo
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random walk Metropolis
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optimal scaling
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particle Markov chain Monte Carlo method
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robustness
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importance sampling
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