Scaling Analysis of Delayed Rejection MCMC Methods
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-013-9326-y.pdf
Reference21 articles.
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2. Bédard M, Rosenthal JS (2008) Optimal scaling of Metropolis algorithms: heading toward general target distributions. Can J Stat 36:483–503
3. Bédard M, Douc R, Moulines E (2012) Scaling analysis of multiple-try MCMC methods. Stoch Process Their Appl 122:758–786
4. Beskos A, Roberts G, Stuart A (2009) Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions. Ann Appl Probab 19:863–898
5. Wiley Series in Probability and Statistics: Probability and Statistics;P Billingsley,1999
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