Weak convergence and optimal scaling of random walk Metropolis algorithms 论文

1997The Annals of Applied Probability引用 1713
DOIPDF
Markov Chains and Monte Carlo MethodsBayesian Methods and Mixture ModelsStochastic processes and statistical mechanics
Bayesian Methods and Mixture ModelsStochastic processes and statistical mechanicsMarkov Chains and Monte Carlo Methods
相关技术:Markov Chains and Monte Carlo MethodsBayesian Methods and Mixture Models
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Weak convergence and optimal scaling of random walk Metropolis algorithms · 作者

W

Walter R. Gilks

S

Susan A. Gelman

G

Gareth O. Roberts