Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets (Q605022)
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scientific article
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| English | Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets |
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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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