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Research

Results for optimal scaling

Publications & Outputs

  1. On the efficiency of pseudo-marginal random walk Metropolis algorithms

    Sherlock, C., Thiery, A., Roberts, G. & Rosenthal, J., 01/2015, In: Annals of Statistics. 43, 1, p. 238-275 38 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Optimal scaling of the random walk Metropolis: general criteria for the 0.234 acceptance rule

    Sherlock, C., 03/2013, In: Journal of Applied Probability. 50, 1, p. 1-15 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Optimal scaling of random walk Metropolis algorithms with discontinuous target densities

    Neal, P., Roberts, G. & Yuen, W. K., 2012, In: Annals of Applied Probability. 22, 5, p. 1880-1927 48 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. 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/Magazine › Journal article › peer-review