Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets (Q605022)

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Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
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    Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets (English)
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    12 November 2010
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    optimal acceptance rate
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    optimal scaling
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    random walk Metropolis
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