On the Flexibility of Metropolis-Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation

Scandinavian Journal of Statistics

Volumn 38, Issue 2, 2011, Pages 342-358

  Storvik, Geir ^a  

^a UNIVERSITY OF OSLO   (Norway)

Author keywords

Acceptance probabilities; Auxiliary variables; Markov chain Monte Carlo; Metropolis Hastings algorithms

Indexed keywords

EID: 79955773878     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2010.00709.x     Document Type: Article

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