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]
@article{AtchadeRR11, title = {Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo}, author = {Yves F. Atchadé and Gareth O. Roberts and Jeffrey S. Rosenthal}, year = {2011}, doi = {10.1007/s11222-010-9192-1}, url = {http://dx.doi.org/10.1007/s11222-010-9192-1}, tags = {Markov}, researchr = {https://researchr.org/publication/AtchadeRR11}, cites = {0}, citedby = {0}, journal = {Statistics and Computing}, volume = {21}, number = {4}, pages = {555-568}, }