The Multiple-Try Method and Local Optimization in Metropolis Sampling

Journal of the American Statistical Association

Volumn 95, Issue 449, 2000, Pages 121-134

  Liu, Jun S ^a   Liang, Faming ^b   Wong, Wing Hung ^c  

^a STANFORD UNIVERSITY   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Adaptive direction sampling; Conjugate gradient; Damped sinusoidal; Gibbs sampling; Griddy Gibbs sampler; Hit and run algorithm; Markov chain Monte Carlo; Metropolis algorithm; Mixture model; Orientational bias Monte Carlo

Indexed keywords

EID: 0442309554     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2000.10473908     Document Type: Article

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