Weak convergence and optimal scaling of random walk...

The Annals of Applied Probability 1997 / 2 Vol. 7; Iss. 1

Weak convergence and optimal scaling of random walk Metropolis algorithms

Roberts, G. O., Gelman, A., Gilks, W. R.
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Volume:
7
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/aoap/1034625254
Date:
February, 1997
File:
PDF, 198 KB
english, 1997
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