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Results for optimal acceptance rate.

Publications & Outputs

  1. Optimal scaling of the random walk Metropolis on unimodal elliptically symmetric targets.

    Sherlock, C. & Roberts, G., 2009, In: Bernoulli. 15, 3, p. 774-798 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review