A brief tutorial on transformation based Markov chain Monte Carlo and optimal scaling of the additive transformation (Q1674033)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A brief tutorial on transformation based Markov chain Monte Carlo and optimal scaling of the additive transformation |
scientific article |
Statements
A brief tutorial on transformation based Markov chain Monte Carlo and optimal scaling of the additive transformation (English)
0 references
1 November 2017
0 references
additive transformation
0 references
diffusion limit
0 references
high dimension
0 references
optimal scaling
0 references
random walk
0 references
transformation-based Markov chain Monte Carlo
0 references
