Adaptive optimal scaling of Metropolis-Hastings algorithms...

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Communication in Statistics- Theory and Methods 2015 / 12

Adaptive optimal scaling of Metropolis-Hastings algorithms using the Robbins-Monro process

Garthwaite, P. H., Fan, Y., Sisson, S. A.
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Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2014.936562
Date:
December, 2015
File:
PDF, 567 KB
english, 2015
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