On Metropolis-Hastings algorithms with delayed rejection
From MaRDI portal
Publication:1605892
zbMath0998.65502MaRDI QIDQ1605892
Publication date: 28 July 2002
Published in: Metron (Search for Journal in Brave)
Markov chain; asymptotic variance; Metropolis-Hastings algorithms; iterative formula; acceptance probability; delaying rejection algorithm
60J22: Computational methods in Markov chains
62M05: Markov processes: estimation; hidden Markov models
65C40: Numerical analysis or methods applied to Markov chains
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