Accelerating adaptation in the adaptive Metropolis–Hastings random walk algorithm
Author:
Affiliation:
1. Department of Statistics University of Warwick Coventry CV4 7ALUK
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/anzs.12344
Reference32 articles.
1. A tutorial on adaptive MCMC
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3. Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
4. Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process
5. Efficient Metropolis jumping rules;Gelman A.;Bayesian Statistics,1996
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