On an adaptive version of the Metropolis-Hastings algorithm with independent proposal distribution-Reference-Cited by-同舟云学术

On an adaptive version of the Metropolis-Hastings algorithm with independent proposal distribution

Published:2003-03 Issue:1 Volume:30 Page:159-173
ISSN:0303-6898
Container-title:Scandinavian Journal of Statistics
language:en
Short-container-title:Scand J Stat

Author:

GASEMYR JORUND

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/1467-9469.00324/fullpdf

Reference13 articles.

1. Bayesian Inference of Survival Probabilities, under Stochastic Ordering Constraints

2. Adaptive Markov Chain Monte Carlo through Regeneration

3. 3J. Gasemyr (2000 ). On an adaptive version of the Metropolis-Hastings algorithm with independent proposal distribution .

4. 4J. Gasemyr, B. Natvig, and C. S. Nygard (2002 ). An application of adaptive independent chain Metropolis-Hastings algorithms in Bayesiah hazard rate estimation . Department of Mathematics, University of Oslo, P. O. Box 1053 Blindern, N-0316 Oslo, Norway.

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