On the empirical efficiency of local MCMC algorithms with pools of proposals (Q2870715)
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scientific article; zbMATH DE number 6248375
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| English | On the empirical efficiency of local MCMC algorithms with pools of proposals |
scientific article; zbMATH DE number 6248375 |
Statements
On the empirical efficiency of local MCMC algorithms with pools of proposals (English)
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21 January 2014
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computational cost
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correlated proposals
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delayed rejection strategy
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multiple-try algorithm
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regression
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numerical examples
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Metropolis algorithm
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Markov chain Monte Carlo methods
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Bayesian logistic regressions
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linear regression
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0.7991820573806763
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0.7936046719551086
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0.778023898601532
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0.7639193534851074
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0.7626370787620544
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