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"Optimal scaling of the random walk Metropolis algorithm under L p mean ..."

Alain Durmus et al. (2017)

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DOI: 10.1017/JPR.2017.61

access: closed

type: Journal Article

metadata version: 2020-04-16

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Alain Durmus, Sylvain Le Corff, Eric Moulines, Gareth O. Roberts:
Optimal scaling of the random walk Metropolis algorithm under L p mean differentiability. J. Appl. Probab. 54(4): 1233-1260 (2017)

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