Optimal scaling of the random walk Metropolis algorithm under L p mean differentiability (2017)

First Author: Durmus A
Attributed to:  Intractable Likelihood: New Challenges from Modern Applications (ILike) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/jpr.2017.61

Publication URI: http://dx.doi.org/10.1017/jpr.2017.61

Type: Journal Article/Review

Parent Publication: Journal of Applied Probability

Issue: 4