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Optimal scaling of random walk Metropolis algorithms with discontinuous target densities
Neal, Peter, Roberts, Gareth, Yuen, Wai KongVolume:
22
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/11-aap817
Date:
October, 2012
File:
PDF, 431 KB
english, 2012