On the empirical efficiency of local MCMC algorithms with pools of proposals (Q2870715)

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scientific article; zbMATH DE number 6248375
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On the empirical efficiency of local MCMC algorithms with pools of proposals
scientific article; zbMATH DE number 6248375

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    On the empirical efficiency of local MCMC algorithms with pools of proposals (English)
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    21 January 2014
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    computational cost
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    correlated proposals
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    delayed rejection strategy
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    multiple-try algorithm
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    regression
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    numerical examples
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    Metropolis algorithm
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    Markov chain Monte Carlo methods
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    Bayesian logistic regressions
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    linear regression
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