Adaptive proposal distribution for random walk Metropolis algorithm

DOI10.1007/s001800050022zbMath0941.62036OpenAlexW3124691892WikidataQ59866703 ScholiaQ59866703MaRDI QIDQ132585

Johanna Tamminen, Eero Saksman, Heikki Haario, Johanna Tamminen, Heikki Haario, Eero Saksman

Publication date: September 1999

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800050022

zbMATH Keywords

convergence adaptive MCMC Metropolis-Hastings algorithm Markov chain Monte Carlo (MCMC)

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Parametric inference (62F99) Numerical analysis or methods applied to Markov chains (65C40)

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