On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution (Q4455943)
From MaRDI portal
scientific article; zbMATH DE number 2059379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution |
scientific article; zbMATH DE number 2059379 |
Statements
On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution (English)
0 references
16 March 2004
0 references
adaptive independent chain
0 references
Markov chain Monte-Carlo method
0 references
Metropololis-Hastings algorithm
0 references
algorithm
0 references
convergence
0 references
