On adaptive Metropolis-Hastings methods

DOI10.1007/s11222-011-9296-2zbMath1322.65032OpenAlexW2170377829MaRDI QIDQ746255

Jim E. Griffin, Stephen G. Walker

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9296-2

zbMATH Keywords

adaptive Monte CarloMetropolis-Hastings algorithmGibbs samplingMCMCMetropolis-within-Gibbs

Mathematics Subject Classification ID

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• An adaptive Metropolis algorithm

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