On the empirical efficiency of local MCMC algorithms with pools of proposals
DOI10.1002/CJS.11196zbMath1281.65002OpenAlexW1589822290MaRDI QIDQ2870715
Publication date: 21 January 2014
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11196
numerical examplesregressionlinear regressionMetropolis algorithmMarkov chain Monte Carlo methodscomputational costcorrelated proposalsdelayed rejection strategyBayesian logistic regressionsmultiple-try algorithm
Computational methods in Markov chains (60J22) General nonlinear regression (62J02) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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Cites Work
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