A Geometric Interpretation of the Metropolis-Hastings Algorithm

Statistical Science

Volumn 16, Issue 4, 2001, Pages 335-339

  Billera, Louis J ^a   Diaconis, Persi ^b  

^a Department of Obstetrics Gynecology   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041386088     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/ss/1015346318     Document Type: Article

References (12)

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12. ROBERTS, G., GELMAN, A. and GILKS, W. (1997). Weak convergence and optimal scaling of random walk Metropolis algorithms. Ann. Appl. Probab. 7 110-120.