Efficient sampling using metropolis algorithms: Applications of optimal scaling results

Journal of Computational and Graphical Statistics

Volumn 17, Issue 2, 2008, Pages 312-332

  Bédard, Mylène ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Asymptotically optimal acceptance rate; Diffusion; Hierarchical model; Nonidentically distributed components; Speed measure; Target distribution

Indexed keywords

EID: 46849119211     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/108571108X319970     Document Type: Article

References (14)

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