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OPTIMAL SCALING OF RANDOM WALK METROPOLIS ALGORITHMS WITH DISCONTINUOUS TARGET DENSITIES
Peter Neal, Gareth Roberts and Wai Kong YuenVolume:
22
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/41713401
Date:
October, 2012
File:
PDF, 2.69 MB
english, 2012