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Annals of Applied Probability

Volumn 16, Issue 2, 2006, Pages 475-515

Optimal scaling for partially updating MCMC algorithms

(2) Neal, Peter a Roberts, Gareth b

a UNIVERSITY OF MANCHESTER (United Kingdom)

b LANCASTER UNIVERSITY (United Kingdom)

Author keywords

Langevin algorithm; Markov chain Monte Carlo; Metropolis algorithm; Optimal scaling; Weak convergence

Indexed keywords

EID: 33746863011 PISSN: 10505164 EISSN: 10505164 Source Type: Journal
DOI: 10.1214/105051605000000791 Document Type: Article

Times cited : (54)

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