Weak convergence and optimal tuning of the reversible jump algorithm
type: Item
instance of: scholarly article
title: Weak convergence and optimal tuning of the reversible jump algorithm
author: Philippe Gagnon
author: M. Bédard
author: Alain Desgagné
published in: Mathematics and Computers in Simulation
publication date: 2021-03-02T00:00:00Z
full work available at URL: https://arxiv.org/abs/1612.05653
Mathematics Subject Classification ID: 60-XX
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7316674
zbMATH Keywords: Markov chain Monte Carlo methods
zbMATH Keywords: Metropolis-Hastings algorithms
zbMATH Keywords: model selection
zbMATH Keywords: optimal scaling
zbMATH Keywords: random walk metropolis algorithms
MaRDI profile type: Publication
OpenAlex ID: W2776467917
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Wikidata QID: Q129545181
DOI: 10.1016/J.MATCOM.2018.06.007
description: scientific article; zbMATH DE number 7316674