The random walk Metropolis: linking theory and practice through a case study
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Publication:903288
DOI10.1214/10-STS327zbMath1328.60177arXiv1011.6217WikidataQ61434492 ScholiaQ61434492MaRDI QIDQ903288
Gareth O. Roberts, Chris Sherlock, Paul Fearnhead
Publication date: 5 January 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.6217
60J22: Computational methods in Markov chains
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- Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
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