Optimal scaling for random walk Metropolis on spherically constrained target densities (Q931379)
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scientific article; zbMATH DE number 5292831
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| English | Optimal scaling for random walk Metropolis on spherically constrained target densities |
scientific article; zbMATH DE number 5292831 |
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Optimal scaling for random walk Metropolis on spherically constrained target densities (English)
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25 June 2008
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Random walk Metropolis algorithm
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Markov chain Monte Carlo
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Optimal scaling
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Spherical distributions
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0.8908972144126892
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0.8863646388053894
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0.8795422315597534
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0.8780354857444763
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