The random walk metropolis: Linking theory and practice through a case study

Statistical Science

Volumn 25, Issue 2, 2010, Pages 172-190

  Sherlock, Chris ^a   Fearnhead, Paul ^a   Roberts, Gareth O ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Adaptive MCMC; MCMC; Metropolis hastings; MMPP; Random walk Metropolis

Indexed keywords

EID: 78650237279     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-STS327     Document Type: Article

References (26)

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