Optimal scaling of random-walk Metropolis algorithms on general target distributions
type: Item
instance of: scholarly article
title: Optimal scaling of random-walk Metropolis algorithms on general target distributions
zbMATH Open document ID: 1455.60100
author: Jun Yang
author: Gareth O. Roberts
author: Jeffrey S. Rosenthal
published in: Stochastic Processes and their Applications
publication date: 2020-09-03T00:00:00Z
full work available at URL: https://arxiv.org/abs/1904.12157
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 7243115
zbMATH Keywords: Metropolis algorithms
MaRDI profile type: Publication
OpenAlex ID: W3026366478
arXiv ID: 1904.12157
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Optimal scaling of random-walk Metropolis algorithms on general target distributions (DOI)
DOI: 10.1016/J.SPA.2020.05.004