Adaptive Component-Wise Multiple-Try Metropolis Sampling

DOI10.1080/10618600.2018.1513365OpenAlexW2297082043WikidataQ129378224 ScholiaQ129378224MaRDI QIDQ3391230

Jeffrey S. Rosenthal, Evgeny Levi, Radu V. Craiu, Jinyoung Yang

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.03510

zbMATH Keywords

adaptive Markov chain Monte Carlomultiple-try Metropoliscomponent-wise Metropolis-Hastings

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

An adaptive multiple-try Metropolis algorithm ⋮ Plateau proposal distributions for adaptive component-wise multiple-try metropolis

Uses Software

• Bioconductor
• BGX
• ramcmc

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