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]
@article{MeyerCP08, title = {Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2}, author = {Renate Meyer and Bo Cai and François Perron}, year = {2008}, doi = {10.1016/j.csda.2008.01.005}, url = {http://dx.doi.org/10.1016/j.csda.2008.01.005}, researchr = {https://researchr.org/publication/MeyerCP08}, cites = {0}, citedby = {0}, journal = {Computational Statistics & Data Analysis}, volume = {52}, number = {7}, pages = {3408-3423}, }