Hit and run ARMS: adaptive rejection Metropolis sampling with hit and run random direction

DOI10.1080/00949655.2015.1046074OpenAlexW2100848438MaRDI QIDQ5222388

Lulu Cheng, Yuefeng Wu, Inyoung Kim, Huaiye Zhang

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.02222

zbMATH Keywords

adaptive rejection Metropolis samplingregression splinesfree-knot splinesempirical Bayesian methodhit and run algorithm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Empirical decision procedures; empirical Bayes procedures (62C12)

Uses Software

• SemiPar

Cites Work

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