Equation-solving estimator based on Metropolis-Hastings algorithm with delayed rejection

DOI10.1080/03610918.2015.1073306MaRDI QIDQ5358363zbMATH OpenOpenAlexFDO

Authors Hatem Baffoun, Mekki Hajlaoui, Abdeljelil Farhat

Publication date 20 September 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1073306

zbMATH Keywords

Bayesian inferencediscrete probability distributionequation-solving estimatorMarkov chain Monte CarloMetropolis-Hastings algorithm with delayed rejection

Mathematics Subject Classification ID

Combinatorial probability (60C05) Computational methods in Markov chains (60J22)

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Cited in

(3)

• On Metropolis-Hastings algorithms with delayed rejection
• Equation-solving estimator based on the general n-step MHDR algorithm
• Efficient MCMC estimation of discrete distributions

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