DRAM: Efficient adaptive MCMC

Statistics and Computing

Volumn 16, Issue 4, 2006, Pages 339-354

  Haario, Heikki ^a   Laine, Marko ^a   Mira, Antonietta ^b   Saksman, Eero ^c  

^a LAPPEENRANTA UNIVERSITY OF TECHNOLOGY   (Finland)

^b UNIVERSITY OF INSUBRIA   (Italy)

^c UNIVERSITY OF JYVÄSKYLÄ   (Finland)

Author keywords

Adaptive Markov chain Monte Carlo; Adaptive Metropolis Hastings; Delayed rejection; Efficiency ordering

Indexed keywords

EID: 33750082644     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-006-9438-0     Document Type: Article

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