On a generalization of the preconditioned Crank-Nicolson metropolis algorithm
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Publication:1750384
DOI10.1007/s10208-016-9340-xzbMath1391.60169arXiv1504.03461OpenAlexW2418704535MaRDI QIDQ1750384
Publication date: 18 May 2018
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.03461
Bayesian inference (62F15) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
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