A general purpose sampling algorithm for continuous distributions (the t-walk)

DOI10.1214/10-BA60zbMath1330.62007MaRDI QIDQ2635203

J. Andres Christen, Colin D. Fox

Publication date: 11 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340218339

zbMATH Keywords

simulation; Bayesian inference; MCMC; t-walk

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62-04: Software, source code, etc. for problems pertaining to statistics

60G15: Gaussian processes

62F15: Bayesian inference

62D05: Sampling theory, sample surveys

65C05: Monte Carlo methods

Related Items

t-walk, Advances in the Sequential Design of Computer Experiments Based on Active Learning

Uses Software

• Matlab
• R
• Rtwalk
• Python