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Heikki Haario, Eero Saksman, Johanna Tamminen et al.

Adaptive proposal distribution for random walk Metropolis algorithm

Published in: Computational statistics 14, 3, 10.9.1999, date:9.1999

Title

Adaptive proposal distribution for random walk Metropolis algorithm

Involved 

Heikki Haario (Verfasser)
Eero Saksman (Verfasser)
Johanna Tamminen (Verfasser)
SpringerLink (Online service) (Sonstige)

Published in

Computational statistics 14, 3, 10.9.1999, date:9.1999, Seite 375-395

Published

1999

Language

Englisch

Country

Deutschland

Topic

Mathematik

Subject

Statistics, general.
Probability and Statistics in Computer Science.
Probability Theory and Stochastic Processes.
Economic Theory/Quantitative Economics/Mathematical Methods.

DDC notation

519.2

Persistent identifier

urn:nbn:de:101:1-2020020819004466163575 (URN)
10.1007/s001800050022 (DOI)

Record ID

1204333319
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