A brief review of optimal scaling of the main MCMC approaches and optimal scaling of additive TMCMC under non-regular cases (Q2415489)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A brief review of optimal scaling of the main MCMC approaches and optimal scaling of additive TMCMC under non-regular cases |
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A brief review of optimal scaling of the main MCMC approaches and optimal scaling of additive TMCMC under non-regular cases (English)
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22 May 2019
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additive transformation
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diffusion
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Itô formula
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optimal scaling
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non-regular
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transformation based Markov chain Monte Carlo
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