Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (Q4918557)
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scientific article; zbMATH DE number 6157725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule |
scientific article; zbMATH DE number 6157725 |
Statements
Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (English)
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25 April 2013
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random walk Metropolis
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optimal scaling
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optimal acceptance rate
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