Weak convergence and optimal scaling of random walk Metropolis algorithms-Reference-Cited by-同舟云学术

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Weak convergence and optimal scaling of random walk Metropolis algorithms

Published:1997-02-01 Issue:1 Volume:7 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Gelman A.,Gilks W. R.,Roberts G. O.

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdf_1/euclid.aoap/1034625254

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