Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs (Q1658452)
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scientific article; zbMATH DE number 6917830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs |
scientific article; zbMATH DE number 6917830 |
Statements
Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs (English)
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14 August 2018
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efficiency
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Gaussian proposal distribution
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inhomogeneous proposal variances
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Langevin diffusion
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location/scale parameters
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MALA
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