Optimal Scaling of the Random Walk Metropolis: General...

Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule

Sherlock, Chris
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Volume:
50
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200013073
Date:
March, 2013
File:
PDF, 136 KB
english, 2013
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