Accelerating adaptation in the adaptive Metropolis–Hastings random walk algorithm
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Publication:6075126
DOI10.1111/ANZS.12344zbMath1521.62011OpenAlexW3213669456MaRDI QIDQ6075126
Publication date: 20 October 2023
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12344
Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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