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

DOI10.1214/10-BA60zbMath1330.62007OpenAlexW4231912002MaRDI QIDQ2635203

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

Computational methods in Markov chains (60J22) Software, source code, etc. for problems pertaining to statistics (62-04) Gaussian processes (60G15) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)

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