Improving convergence of the Hastings-Metropolis algorithm with an adaptive proposal

Scandinavian Journal of Statistics

Volumn 29, Issue 1, 2002, Pages 13-29

  Chauveau, Didier ^a   Vandekerkhove, Pierre ^a  

^a UNIVERSITÉ GUSTAVE EIFFEL   (France)

Author keywords

Adaptive algorithm; Geometric ergodicity; Hastings Metropolis algorithm; Markov chain Monte Carlo

Indexed keywords

EID: 0036522630     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00064     Document Type: Article

References (15)

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