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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scientific article
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| 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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Statements
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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0.8989341855049133
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0.8025816082954407
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0.7904849052429199
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0.7851213216781616
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0.7841161489486694
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