Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal (Q4416158)
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scientific article; zbMATH DE number 1961247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal |
scientific article; zbMATH DE number 1961247 |
Statements
Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal (English)
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7 August 2003
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convergence
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Hastings-Metropolis algorithm
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adaptive proposal
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Markov chain Monte Carlo
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independence sampler
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