On Metropolis-Hastings algorithms with delayed rejection
نویسنده
چکیده
منابع مشابه
Scaling analysis of delayed rejection MCMC methods
In this paper, we study the asymptotic efficiency of the delayed rejection strategy. In particular, the efficiency of the delayed rejection Metropolis-Hastings algorithm is compared to that of the regular Metropolis algorithm. To allow for a fair comparison, the study is carried under optimal mixing conditions for each of these algorithms. After introducing optimal scaling results for the delay...
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