Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule
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Publication:4918557
DOI10.1239/jap/1363784420zbMath1266.60062WikidataQ61434489 ScholiaQ61434489MaRDI QIDQ4918557
Publication date: 25 April 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1363784420
60J22: Computational methods in Markov chains
60F17: Functional limit theorems; invariance principles
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