Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (Q340131)
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scientific article; zbMATH DE number 6652327
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| English | Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism |
scientific article; zbMATH DE number 6652327 |
Statements
Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (English)
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11 November 2016
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pseudo marginal Markov chain Monte Carlo
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random walk Metropolis
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optimal scaling
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particle Markov chain Monte Carlo method
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robustness
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importance sampling
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0.9315751194953918
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0.8814001083374023
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0.8285176753997803
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0.8171442151069641
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0.8095804452896118
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