Optimal Proposal Distributions and Adaptive MCMC
نویسنده
چکیده
We review recent work concerning optimal proposal scalings for Metropolis-Hastings MCMC algorithms, and adaptive MCMC algorithms for trying to improve the algorithm on the fly.
منابع مشابه
Optimal Proposal Distributions and Adaptive MCMC by Jeffrey
We review recent work concerning optimal proposal scalings for Metropolis-Hastings MCMC algorithms, and adaptive MCMC algorithms for trying to improve the algorithm on the fly.
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