Adaptive Metropolis Algorithm Using Variational Bayesian Adaptive Kalman Filter

DOI10.1016/j.csda.2014.10.006zbMath1507.62134arXiv1308.5875WikidataQ109998338 ScholiaQ109998338MaRDI QIDQ6244358

Matti Vihola, Simo Särkkä, Heikki Haario, Isambi Sailon Mbalawata

Publication date: 27 August 2013

Mathematics Subject Classification ID

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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