Optimal scaling for random walk Metropolis on spherically constrained target densities (Q931379)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal scaling for random walk Metropolis on spherically constrained target densities |
scientific article; zbMATH DE number 5292831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal scaling for random walk Metropolis on spherically constrained target densities |
scientific article; zbMATH DE number 5292831 |
Statements
Optimal scaling for random walk Metropolis on spherically constrained target densities (English)
0 references
25 June 2008
0 references
Random walk Metropolis algorithm
0 references
Markov chain Monte Carlo
0 references
Optimal scaling
0 references
Spherical distributions
0 references
