Weak convergence and optimal tuning of the reversible jump algorithm (Q1997557)

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scientific article; zbMATH DE number 7316674
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Weak convergence and optimal tuning of the reversible jump algorithm
scientific article; zbMATH DE number 7316674

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    Weak convergence and optimal tuning of the reversible jump algorithm (English)
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    2 March 2021
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    Markov chain Monte Carlo methods
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    Metropolis-Hastings algorithms
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    model selection
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    optimal scaling
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    random walk metropolis algorithms
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