Tuning of Markov chain Monte Carlo algorithms using copulas

MaRDI QIDQ3102639zbMATH OpenFDO

Authors Radu V. Craiu

Publication date 6 December 2011

zbMATH Keywords

composite likelihoodcopula modelsFrank copulaMarkov chain Monte CarloMetropolis-Hastings algorithm

Mathematics Subject Classification ID

Connections (general theory) (53C05)

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(5)

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