Adaptively scaling the metropolis algorithm using expected squared jumped distance

Statistica Sinica

Volumn 20, Issue 1, 2010, Pages 343-364

  Pasarica, Cristian ^a   Gelman, Andrew ^b  

^a Columbia University ^*  (United States)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Acceptance rates; Bayesian computation; Iterative simulation; Markov chain monte carlo; Multiple importance sampling

Indexed keywords

EID: 77949374261     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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