Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2

DOI10.1016/j.csda.2008.01.005zbMath1452.62099OpenAlexW2045761178WikidataQ29010731 ScholiaQ29010731MaRDI QIDQ1023679

François Perron, Renate Meyer, Bo Cai

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.01.005

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

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Uses Software

• ARMS
• BUGS
• Fahrmeir

Cites Work

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