Optimal scaling of Metropolis algorithms: Heading toward general target distributions

DOI10.1002/cjs.5550360401zbMath1167.60344OpenAlexW1968782267MaRDI QIDQ3626373

Jeffrey S. Rosenthal, Mylène Bédard

Publication date: 22 May 2009

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550360401

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Numerical analysis or methods applied to Markov chains (65C40)

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