Optimal metropolis algorithms for product measures on the vertices of a hypercube

DOI10.1080/17442509808834136MaRDI QIDQ4385260zbMATH OpenOpenAlexFDO

Authors Gareth O. Roberts

Publication date 18 January 1999

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509808834136

zbMATH Keywords

Metropolis-Hastings algorithmscaling problemweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probabilistic methods, stochastic differential equations (65C99)

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(7)

• Optimal scaling for various Metropolis-Hastings algorithms.
• Random partition models and complementary clustering of Anglo-Saxon place-names
• Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
• Optimal scaling of the random walk Metropolis: general criteria for the 0.234 acceptance rule
• Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
• Bayesian computation: a summary of the current state, and samples backwards and forwards
• Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets

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