An adaptive Metropolis algorithm

Bernoulli

Volumn 7, Issue 2, 2001, Pages 223-242

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

^a UNIVERSITY OF HELSINKI   (Finland)

^b FINNISH METEOROLOGICAL INSTITUTE   (Finland)

Author keywords

Adaptive markov chain monte carlo; Comparison; convergence; Ergodicity; Markov chain monte carlo; Metropolis hastings algorithm

Indexed keywords

EID: 0038563932     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318737     Document Type: Article

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