On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution (Q4455943)
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scientific article; zbMATH DE number 2059379
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| English | On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution |
scientific article; zbMATH DE number 2059379 |
Statements
On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution (English)
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16 March 2004
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adaptive independent chain
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Markov chain Monte-Carlo method
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Metropololis-Hastings algorithm
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algorithm
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convergence
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0.9432516
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0.94100326
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0.93798566
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0.93276095
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0.9265402
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0.92331696
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