An adaptive Metropolis algorithm
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Publication:5937009
DOI10.2307/3318737zbMath0989.65004OpenAlexW1995780830WikidataQ59866694 ScholiaQ59866694MaRDI QIDQ5937009
Heikki Haario, Johanna Tamminen, Eero Saksman
Publication date: 12 July 2001
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/d32bfa897559a1efc30862d747dc6a66cb55183f
convergenceMarkov chain Monte Carlonumerical testsergodicityadaptive algorithmMetropolis-Hastings algorithmsrandom walk Metropolis algorithms
Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)
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