Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2

Renate Meyer, Bo Cai, François Perron. Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2. Computational Statistics & Data Analysis, 52(7):3408-3423, 2008. [doi]

Authors

Renate Meyer

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Bo Cai

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François Perron

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