Optimal scaling of random-walk metropolis algorithms on general target distributions (2020)

First Author: Yang J
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/10.1016/j.spa.2020.05.004

Publication URI: http://dx.doi.org/10.1016/j.spa.2020.05.004

Type: Journal Article/Review

Parent Publication: Stochastic Processes and their Applications

Issue: 10