Optimal Scaling of Random-Walk Metropolis Algorithms on General Target Distributions (2019)

First Author: Yang Jun
Attributed to:  CoSInES (COmputational Statistical INference for Engineering and Security) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1904.12157

Publication URI: http://dx.doi.org/10.48550/arxiv.1904.12157

Type: Journal Article/Review

Parent Publication: arXiv e-prints