Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo

Yves F. Atchadé, Gareth O. Roberts, Jeffrey S. Rosenthal. Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo. Statistics and Computing, 21(4):555-568, 2011. [doi]

Authors

Yves F. Atchadé

This author has not been identified. Look up 'Yves F. Atchadé' in Google

Gareth O. Roberts

This author has not been identified. Look up 'Gareth O. Roberts' in Google

Jeffrey S. Rosenthal

This author has not been identified. Look up 'Jeffrey S. Rosenthal' in Google