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Volumn 22, Issue 5, 2012, Pages 997-1008

Robust adaptive Metropolis algorithm with coerced acceptance rate

Author keywords

Acceptance rate; Adaptive Markov chain Monte Carlo; Ergodicity; Metropolis algorithm; Robustness

Indexed keywords


EID: 84863557597     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-011-9269-5     Document Type: Article
Times cited : (209)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.