Scaling analysis of delayed rejection MCMC methods (Q2513657)
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scientific article; zbMATH DE number 6391884
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| English | Scaling analysis of delayed rejection MCMC methods |
scientific article; zbMATH DE number 6391884 |
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Scaling analysis of delayed rejection MCMC methods (English)
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28 January 2015
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random walk Metropolis
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weak convergence
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diffusion
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correlated proposals
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multiple proposals
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numerical examples
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Markov chain Monte Carlo (MCMC) method
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asymptotic efficiency
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delayed rejection strategy
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Metropolis-Hastings algorithm
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scaling
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0.8554392457008362
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0.8192325234413147
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0.8015456199645996
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0.7994624376296997
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0.7924830317497253
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