Issues in the multiple try Metropolis mixing

DOI10.1007/s00180-016-0643-9zbMath1417.65015DBLPjournals/cstat/MartinoL17arXiv1508.04253OpenAlexW2126184251WikidataQ59427884 ScholiaQ59427884MaRDI QIDQ2358918

Francisco Louzada, Luca Martino

Publication date: 27 June 2017

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

Full work available at URL: https://arxiv.org/abs/1508.04253

zbMATH Keywords

MCMC methodsmulti-point Metropolis algorithmmultiple try Metropolis algorithmMTM with variable number of tries

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (2)

A multiple-try Metropolis-Hastings algorithm with tailored proposals ⋮ Plateau proposal distributions for adaptive component-wise multiple-try metropolis

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