Optimal scaling of random walk Metropolis algorithms with discontinuous target densities

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Publication:691108

DOI10.1214/11-AAP817zbMath1259.60082arXiv1210.5090OpenAlexW3101802995MaRDI QIDQ691108

Peter Neal, Wai Kong Yuen, Gareth O. Roberts

Publication date: 29 November 2012

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.5090



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