Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo (Q637987)

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Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
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    Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo (English)
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    8 September 2011
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    simulated tempering
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    optimal scaling
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    Metropolis-Hastings algorithm
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    Markov chain
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    Monte Carlo algorithm
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    random walk
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