Designing simple and efficient Markov chain Monte Carlo proposal kernels

DOI10.1214/17-BA1084zbMath1407.60103OpenAlexW2767866961MaRDI QIDQ1631594

Ziheng Yang, Daniel Dalquen, Yuttapong Thawornwattana

Publication date: 6 December 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1510282998

zbMATH Keywords

variable transformationdesignasymptotic varianceMetropolis-Hastings algorithmbimodal kernellogistic regression problemmirror kernelmolecular clock dating

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

Related Items (2)

Designing simple and efficient Markov chain Monte Carlo proposal kernels ⋮ Unnamed Item

Uses Software

• Stan
• NUTS

Cites Work

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