On the flexibility of the design of multiple try Metropolis schemes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00180-013-0429-2.pdf
Reference31 articles.
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3. Brooks SP (1998) Markov Chain Monte Carlo method and its application. J R Stat Soc Ser D (The Statistician) 47(1):69–100
4. Casarin R, Craiu R, Leisen F (2013) Interacting multiple try algorithms with different proposal distributions. Stat Comput 23(2):185–200. doi: 10.1007/s11222-011-9301-9
5. Craiu RV, Lemieux C (2007) Acceleration of the multiple-try Metropolis algorithm using antithetic and stratified sampling. Stat Comput 17(2):109–120
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