A brief tutorial on transformation based Markov chain Monte Carlo and optimal scaling of the additive transformation (Q1674033)

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A brief tutorial on transformation based Markov chain Monte Carlo and optimal scaling of the additive transformation
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    A brief tutorial on transformation based Markov chain Monte Carlo and optimal scaling of the additive transformation (English)
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    1 November 2017
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    additive transformation
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    diffusion limit
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    high dimension
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    optimal scaling
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    random walk
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    transformation-based Markov chain Monte Carlo
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