Componentwise adaptation for high dimensional MCMC
DOI10.1007/BF02789703zbMath1091.65009WikidataQ59866673 ScholiaQ59866673MaRDI QIDQ2488398
Eero Saksman, Heikki Haario, Johanna Tamminen
Publication date: 24 May 2006
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02789703
numerical examples; principal components; multivariate distribution; Markov chain Monte Carlo (MCMC) method; random vectors generating; single component adaptive Metropolis sampling algorithm
62-08: Computational methods for problems pertaining to statistics
62H25: Factor analysis and principal components; correspondence analysis
62D05: Sampling theory, sample surveys
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
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Cites Work
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