Automatically tuned general-purpose MCMC via new adaptive diagnostics
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Publication:2358921
DOI10.1007/S00180-016-0682-2zbMath1417.65017OpenAlexW2521822742MaRDI QIDQ2358921
Jeffrey S. Rosenthal, Jinyoung Yang
Publication date: 27 June 2017
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-016-0682-2
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
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