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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    Optimal scaling of the random walk Metropolis: general criteria for the 0.234 acceptance rule
    scientific article; zbMATH DE number 6157725

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      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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