Robust adaptive Metropolis algorithm with coerced acceptance rate
type: Item
instance of: scholarly article
published in: Statistics and Computing
volume: 22
issue: 5
page(s): 997-1008
publication date: 2011-08-04T00:00:00Z
publication date: 2012-12-07T00:00:00Z
author: Matti Vihola
title: Robust adaptive Metropolis algorithm with coerced acceptance rate
zbMATH Open document ID: 1252.65024
full work available at URL: https://arxiv.org/abs/1011.4381
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6114122
zbMATH Keywords: acceptance rate
zbMATH Keywords: adaptive Markov chain Monte Carlo
zbMATH Keywords: ergodicity
zbMATH Keywords: Metropolis algorithm
zbMATH Keywords: robustness
describes a project that uses: LINPACK
describes a project that uses: ramcmc
describes a project that uses: Grapham
MaRDI profile type: Publication
OpenAlex ID: W2163669663
Wikidata QID: Q109998350
arXiv ID: 1011.4381
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DOI: 10.1007/S11222-011-9269-5
description: scientific article