Pages that link to "Item:Q605022"

The following pages link to Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets (Q605022):

Displaying 24 items.

• Information-geometric Markov chain Monte Carlo methods using diffusions (Q296467) (← links)
• On the stability and ergodicity of adaptive scaling Metropolis algorithms (Q645599) (← links)
• Optimal scaling of random walk Metropolis algorithms with discontinuous target densities (Q691108) (← links)
• A class of spherical and elliptical distributions with Gaussian-like limit properties (Q764432) (← links)
• The random walk Metropolis: linking theory and practice through a case study (Q903288) (← links)
• Designing simple and efficient Markov chain Monte Carlo proposal kernels (Q1631594) (← links)
• Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs (Q1658452) (← links)
• A Dirichlet form approach to MCMC optimal scaling (Q1679476) (← links)
• Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures (Q1998421) (← links)
• Efficiency of delayed-acceptance random walk metropolis algorithms (Q2054541) (← links)
• Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065) (← links)
• An adaptive multiple-try Metropolis algorithm (Q2137054) (← links)
• Optimal scaling of random-walk Metropolis algorithms on general target distributions (Q2196541) (← links)
• Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions (Q2289786) (← links)
• On the efficiency of pseudo-marginal random walk Metropolis algorithms (Q2338926) (← links)
• Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions (Q2389596) (← links)
• Sampling Constrained Probability Distributions Using Spherical Augmentation (Q2954274) (← links)
• Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits (Q3188572) (← links)
• Optimal scaling of the random walk Metropolis algorithm under <i>L</i>^<i>p</i> mean differentiability (Q4684918) (← links)
• Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (Q4918557) (← links)
• A Benchmark for the Bayesian Inversion of Coefficients in Partial Differential Equations (Q6071826) (← links)
• Conditional sequential Monte Carlo in high dimensions (Q6117026) (← links)
• Optimal scaling of MCMC beyond Metropolis (Q6159395) (← links)
• Wavelet Monte Carlo: a principle for sampling from complex distributions (Q6172147) (← links)