Optimal scaling of the random walk Metropolis on...

Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets

CHRIS SHERLOCK and GARETH ROBERTS
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Volume:
15
Language:
english
Journal:
Bernoulli
DOI:
10.2307/20680177
Date:
August, 2009
File:
PDF, 1.81 MB
english, 2009
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