Optimal scaling of various Metropolis-Hastings algorithms.

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Optimal scaling of various Metropolis-Hastings algorithms. / Roberts, Gareth O.; Rosenthal, J. S.
In: Statistical Science, Vol. 16, No. 4, 2002, p. 351-367.

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

Harvard

Roberts, GO & Rosenthal, JS 2002, 'Optimal scaling of various Metropolis-Hastings algorithms.', Statistical Science, vol. 16, no. 4, pp. 351-367.

APA

Roberts, G. O., & Rosenthal, J. S. (2002). Optimal scaling of various Metropolis-Hastings algorithms. Statistical Science, 16(4), 351-367.

Vancouver

Roberts GO, Rosenthal JS. Optimal scaling of various Metropolis-Hastings algorithms. Statistical Science. 2002;16(4):351-367.

Author

Roberts, Gareth O. ; Rosenthal, J. S. / Optimal scaling of various Metropolis-Hastings algorithms. In: Statistical Science. 2002 ; Vol. 16, No. 4. pp. 351-367.

Bibtex

@article{2a3de1aa7df34a28a1d7893827ad9a75,

title = "Optimal scaling of various Metropolis-Hastings algorithms.",

author = "Roberts, {Gareth O.} and Rosenthal, {J. S.}",

year = "2002",

language = "English",

volume = "16",

pages = "351--367",

journal = "Statistical Science",

issn = "0883-4237",

publisher = "Institute of Mathematical Statistics",

number = "4",

}

RIS

TY - JOUR

T1 - Optimal scaling of various Metropolis-Hastings algorithms.

AU - Roberts, Gareth O.

AU - Rosenthal, J. S.

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 16

SP - 351

EP - 367

JO - Statistical Science

JF - Statistical Science

SN - 0883-4237

IS - 4

ER -

Research