Optimal scaling for various Metropolis-Hastings algorithms.
type: Item
instance of: scholarly article
title: Optimal scaling for various Metropolis-Hastings algorithms.
zbMATH Open document ID: 1127.65305
author: Jeffrey S. Rosenthal
author: Gareth O. Roberts
published in: Statistical Science
publication date: 2004-05-27T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 2068937
zbMATH Keywords: Adaptiv triangulations
zbMATH Keywords: AIC
zbMATH Keywords: density estimation
zbMATH Keywords: extended linear models
zbMATH Keywords: finite elements
zbMATH Keywords: free knot splines
zbMATH Keywords: GCV
zbMATH Keywords: linear splines
zbMATH Keywords: multivariate splines
zbMATH Keywords: regression
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/ss/1015346320
OpenAlex ID: W2008703230
cites work: From Metropolis to diffusions: Gibbs states and optimal scaling.
cites work: Q4864274
cites work: Optimal metropolis algorithms for product measures on the vertices of a hypercube
cites work: Weak convergence and optimal scaling of random walk Metropolis algorithms
cites work: Optimal Scaling of Discrete Approximations to Langevin Diffusions
cites work: Exponential convergence of Langevin distributions and their discrete approximations
cites work: Approximate counting, uniform generation and rapidly mixing Markov chains
cites work: Q4272782
cites work: Markov chains for exploring posterior distributions. (With discussion)
DOI: 10.1214/SS/1015346320
description: scientific article; zbMATH DE number 2068937