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"Adaptive proposal distribution for random walk Metropolis algorithm."

Heikki Haario, Eero Saksman, Johanna Tamminen (1999)

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DOI: 10.1007/S001800050022

access: closed

type: Journal Article

metadata version: 2020-09-05

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  - journals/cstat/HaarioST99
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  - https://dblp.org/rec/journals/cstat/HaarioST99
Heikki Haario, Eero Saksman, Johanna Tamminen:
Adaptive proposal distribution for random walk Metropolis algorithm. Comput. Stat. 14(3): 375-395 (1999)

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