An adaptive backward coupling Metropolis algorithm for truncated distributions

MaRDI QIDQ3534973zbMATH OpenFDO

Authors Arkady Shemyakin

Publication date 10 November 2008

zbMATH Keywords

Markov chain Monte Carlotruncated normal distributionlocation parameterbackwards couplingindependent Metropolis algorithm

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• Adaptive independent Metropolis-Hastings
• An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
• Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density
• On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution
• Adaptive proposal distribution for random walk Metropolis algorithm

Cited in

(1)

• Adaptive independent Metropolis-Hastings

This page was built for publication: An adaptive backward coupling Metropolis algorithm for truncated distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3534973)