Accelerating MCMC algorithms

Robert, CP; Elvira, V; Tawn, N; Wu, CY

Robert, CP (reprint author), Univ Paris 09, CEREMADE, F-75775 Paris 16, France.

WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2018; 10 (5):

Abstract

Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. ......

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