Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms
G. O. Roberts, A. Gelman and W. R. GilksVolume:
7
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/2245134
Date:
February, 1997
File:
PDF, 1.11 MB
english, 1997