Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065)
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scientific article; zbMATH DE number 7511140
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| English | Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics |
scientific article; zbMATH DE number 7511140 |
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Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (English)
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21 April 2022
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Bernstein-von Mises theorem
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large-sample theory
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Markov chain Monte Carlo
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optimal tuning
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weak convergence
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0.8889451622962952
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0.8753919005393982
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0.8747166395187378
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0.859376072883606
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0.8575950264930725
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