Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs
type: Item
instance of: scholarly article
title: Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs
zbMATH Open document ID: 1466.62027
author: M. Bédard
published in: Computational Statistics and Data Analysis
publication date: 2018-08-14T00:00:00Z
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 6917830
zbMATH Keywords: efficiency
zbMATH Keywords: Gaussian proposal distribution
zbMATH Keywords: inhomogeneous proposal variances
zbMATH Keywords: Langevin diffusion
zbMATH Keywords: location/scale parameters
zbMATH Keywords: MALA
MaRDI profile type: Publication
full work available at URL: j.csda.2016.12.007
OpenAlex ID: W2562692326
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DOI: 10.1016/J.CSDA.2016.12.007
description: scientific article; zbMATH DE number 6917830