Optimal scaling of the random walk Metropolis: general criteria for the 0.234 acceptance rule (Q4918557)
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scientific article; zbMATH DE number 6157725
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| English | Optimal scaling of the random walk Metropolis: general criteria for the 0.234 acceptance rule |
scientific article; zbMATH DE number 6157725 |
Statements
Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (English)
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25 April 2013
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random walk Metropolis
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optimal scaling
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optimal acceptance rate
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0.9148579835891724
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0.9144898056983948
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0.9072415828704834
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0.900259256362915
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0.879915177822113
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