✦ LIBER ✦

Optimal Scaling of Random Walk Metropolis Algorithms with Non-Gaussian Proposals

✍ Scribed by Peter Neal; Gareth Roberts

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal scaling of random walk Metropoli

✍ Neal, Peter; Roberts, Gareth; Yuen, Wai Kong 📂 Article 📅 2012 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 431 KB

Weak convergence and optimal scaling of

✍ Roberts, G. O.; Gelman, A.; Gilks, W. R. 📂 Article 📅 1997 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 198 KB

Random walks with non-Gaussian step-size

✍ Shaw, R.; Tuszyński, J. 📂 Article 📅 2003 🏛 The American Physical Society 🌐 English ⚖ 629 KB

Analytical representation of stock and s

✍ M.Yu. Romanovsky; P.V. Vidov 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 950 KB