Optimal scaling for various Metropolis-Hastings algorithms
Top Cited Papers
Open Access
- 1 November 2001
- journal article
- Published by Institute of Mathematical Statistics in Statistical Science
- Vol. 16 (4)
- https://doi.org/10.1214/ss/1015346320
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
- From metropolis to diffusions: Gibbs states and optimal scalingStochastic Processes and their Applications, 2000
- Optimal Scaling of Discrete Approximations to Langevin DiffusionsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1998
- Optimal metropolis algorithms for product measures on the vertices of a hypercubeStochastics and Stochastic Reports, 1998
- Weak convergence and optimal scaling of random walk Metropolis algorithmsThe Annals of Applied Probability, 1997
- Exponential Convergence of Langevin Distributions and Their Discrete ApproximationsBernoulli, 1996
- Markov Chains for Exploring Posterior DistributionsThe Annals of Statistics, 1994
- Bayesian Computation Via the Gibbs Sampler and Related Markov Chain Monte Carlo MethodsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1993
- Acceptances and autocorrelations in hybrid Monte CarloNuclear Physics B - Proceedings Supplements, 1991
- Approximate counting, uniform generation and rapidly mixing Markov chainsInformation and Computation, 1989