4.5 Article

Optimal scaling for various Metropolis-Hastings algorithms

Journal

STATISTICAL SCIENCE
Volume 16, Issue 4, Pages 351-367

Publisher

INST MATHEMATICAL STATISTICS
DOI: 10.1214/ss/1015346320

Keywords

adaptive triangulations; AIC; density estimation; extended linear models; finite elements; free knot splines; GCV; linear splines; multivariate splines; regression

Ask authors/readers for more resources

We review and extend results related to optimal scaling of Metropolis-Hastings algorithms. We present various theoretical results for the high-dimensional limit. We also present simulation studies which confirm the theoretical results in finite-dimensional contexts.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.5
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available