Adaptive proposal distribution for random walk Metropolis algorithm

Computational Statistics

Volumn 14, Issue 3, 1999, Pages 375-395

  Haario, Heikki ^b   Saksman, Eero ^b   Tamminen, Johanna ^a  

^a FINNISH METEOROLOGICAL INSTITUTE   (Finland)

^b NONE

Author keywords

Adaptive MCMC; Convergence; MCMC; Metropolis Hastings algorithm

Indexed keywords

EID: 0033436531     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001800050022     Document Type: Article

References (17)

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