On an adaptive version of the Metropolis-Hastings algorithm with independent proposal distribution

Scandinavian Journal of Statistics

Volumn 30, Issue 1, 2003, Pages 159-173

  Gåsemyr, JØrund ^a  

^a UNIVERSITY OF OSLO   (Norway)

Author keywords

Bayesian hazard rate estimation; Coupling; Exact sampling; Importance sampling; Independent chain; Markov chain Monte Carlo; Rejection sampling

Indexed keywords

EID: 0038784368     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00324     Document Type: Article

References (13)

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