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Nested adaptation of MCMC algorithms - MaRDI portal

Nested adaptation of MCMC algorithms (Q2057363)

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Nested adaptation of MCMC algorithms
scientific article

    Statements

    title
    Nested adaptation of MCMC algorithms (English)
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    author
    Yanyan Li
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    publication date
    6 December 2021
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    zbMATH Keywords
    adaptive MCMC
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    MCMC efficiency
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    integrated autocorrelation time
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    mixing
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    describes a project that uses
    CODA
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    WinBUGS
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    Eigen
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    nimble
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    R
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    GMRFLib
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    spBayes
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    Identifiers

    DOI
    10.1214/19-BA1190
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    Mathematics Subject Classification ID
    62-08
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    62F15
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    62M10
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    65C05
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    65C40
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    zbMATH DE Number
    7439119
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    arXiv ID
    1802.08798
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    OpenAlex ID
    W2994552149
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