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]

@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},
}