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Searching for efficient Markov chain Monte Carlo proposal kernels

Markov chain Monte Carlo (MCMC) or the Metropolis–Hastings algorithm is a simulation algorithm that has made modern Bayesian statistical inference possible. Nevertheless, the efficiency of different Metropolis–Hastings proposal kernels has rarely been studied except for the Gaussian proposal. Here w...

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Detalhes bibliográficos
Main Authors: Yang, Ziheng, Rodríguez, Carlos E.
Formato: Artigo
Idioma:Inglês
Publicado em: National Academy of Sciences 2013
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3845170/
https://ncbi.nlm.nih.gov/pubmed/24218600
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1311790110
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