An n-dimensional Rosenbrock distribution for Markov chain Monte Carlo testing

DOI10.1111/SJOS.12532MaRDI QIDQ5043774zbMATH OpenOpenAlexFDO

Authors Filippo Pagani, Martin Wiegand, Saralees Nadarajah

Publication date 6 October 2022

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/sjos.12532

zbMATH Keywords

algorithm testingbenchmarkingMarkov chain Monte CarloMCMCRosenbrock

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

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(5)

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