Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process (Q2817137)
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scientific article; zbMATH DE number 6620251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process |
scientific article; zbMATH DE number 6620251 |
Statements
Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process (English)
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29 August 2016
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\(\alpha\)-mixing
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Berry-Esseen type bound
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conditional mode
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truncated data
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random-walk
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Metropolis-Hastings algorithms
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