Metropolis-Hastings algorithms with adaptive proposals

Statistics and Computing

Volumn 18, Issue 4, 2008, Pages 421-433

  Cai, Bo ^a   Meyer, Renate ^b   Perron, François ^c  

^a UNIVERSITY OF SOUTH CAROLINA   (United States)

^b UNIVERSITY OF AUCKLAND   (New Zealand)

^c UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Adaptive rejection Metropolis sampling; Bayesian inference; Markov chain Monte Carlo; Non conjugate distribution; State space model

Indexed keywords

EID: 57849136621     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-008-9051-5     Document Type: Article

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