Properties of the affine‐invariant ensemble sampler's ‘stretch move’ in high dimensions
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Publication:6075139
DOI10.1111/anzs.12358zbMath1521.62008OpenAlexW4210453153MaRDI QIDQ6075139
Unnamed Author, Jesse Goodman, Brendon J. Brewer
Publication date: 20 October 2023
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12358
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- Equation of State Calculations by Fast Computing Machines
- Monte Carlo sampling methods using Markov chains and their applications
- MCMC methods for functions: modifying old algorithms to make them faster
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