Componentwise adaptation for high dimensional MCMC

Computational Statistics

Volumn 20, Issue 2, 2005, Pages 265-273

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

^a UNIVERSITY OF HELSINKI   (Finland)

^b UNIVERSITY OF JYVÄSKYLÄ   (Finland)

^c FINNISH METEOROLOGICAL INSTITUTE   (Finland)

Author keywords

Adaptive MCMC; MCMC; Metropolis Hastings algorithm

Indexed keywords

EID: 33746082065     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02789703     Document Type: Article

References (11)

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