Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets (Q605022)
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scientific article; zbMATH DE number 5815955
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| English | Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets |
scientific article; zbMATH DE number 5815955 |
Statements
Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets (English)
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12 November 2010
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optimal acceptance rate
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optimal scaling
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random walk Metropolis
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0.9144898056983948
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0.8860188126564026
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0.8816114664077759
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0.8780354857444763
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0.8747245073318481
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