Robust adaptive Metropolis algorithm with coerced acceptance rate

Statistics and Computing

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

  Vihola, Matti ^a  

^a UNIVERSITY OF JYVÄSKYLÄ   (Finland)

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

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