Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs
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Publication:1658452
DOI10.1016/j.csda.2016.12.007zbMath1466.62027OpenAlexW2562692326MaRDI QIDQ1658452
Publication date: 14 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2016.12.007
efficiencyLangevin diffusionGaussian proposal distributioninhomogeneous proposal varianceslocation/scale parametersMALA
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