On Metropolis-Hastings algorithms with delayed rejection (Q1605892)
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scientific article; zbMATH DE number 1772419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Metropolis-Hastings algorithms with delayed rejection |
scientific article; zbMATH DE number 1772419 |
Statements
On Metropolis-Hastings algorithms with delayed rejection (English)
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28 July 2002
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Markov chain
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Metropolis-Hastings algorithms
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asymptotic variance
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iterative formula
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acceptance probability
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delaying rejection algorithm
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0.9093945
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0.90780586
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0.89756614
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0.8969462
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0.88683414
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0.8829592
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