A two-stage adaptive Metropolis algorithm

DOI10.1080/00949655.2022.2127720arXiv2101.00118OpenAlexW3120129458MaRDI QIDQ6074173

Kai Yin, Abhijit Mandal, Anirban Mondal

Publication date: 19 September 2023

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

Full work available at URL: https://arxiv.org/abs/2101.00118

zbMATH Keywords

Markov chain Monte CarloergodicityMetropolis-Hastingsadaptive metropolistwo-stage Metropolis-Hastings

Mathematics Subject Classification ID

Statistics (62-XX)

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