Weak convergence and optimal scaling of random walk Metropolis algorithms (Q1355737)
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scientific article; zbMATH DE number 1014230
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| English | Weak convergence and optimal scaling of random walk Metropolis algorithms |
scientific article; zbMATH DE number 1014230 |
Statements
Weak convergence and optimal scaling of random walk Metropolis algorithms (English)
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10 November 1997
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Metropolis algorithm
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weak convergence
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optimal scaling
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Markov chain Monte Carlo
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0.9091391563415528
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0.9072415828704834
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0.9004261493682861
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0.8912907838821411
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0.8872487545013428
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