Robust adaptive Metropolis algorithm with coerced acceptance rate (Q116440)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust adaptive Metropolis algorithm with coerced acceptance rate |
scientific article |
Statements
22
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5
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997-1008
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4 August 2011
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7 December 2012
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Robust adaptive Metropolis algorithm with coerced acceptance rate (English)
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acceptance rate
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adaptive Markov chain Monte Carlo
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ergodicity
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Metropolis algorithm
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robustness
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