Optimal scaling of the random walk metropolis: General criteria for the 0.234 acceptance rule

Journal of Applied Probability

Volumn 50, Issue 1, 2013, Pages 1-15

  Sherlock, Chris ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Optimal acceptance rate; Optimal scaling; Random walk metropolis

Indexed keywords

EID: 84879076994     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1363784420     Document Type: Article

References (15)

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