A multiple-try Metropolis–Hastings algorithm with tailored proposals
نویسندگان
چکیده
منابع مشابه
On Multiple Try Schemes and the Particle Metropolis-hastings Algorithm
Markov Chain Monte Carlo (MCMC) methods are well-known Monte Carlo methodologies, widely used in different fields for statistical inference and stochastic optimization. The Multiple Try Metropolis (MTM) algorithm is an extension of the standard Metropolis-Hastings (MH) algorithm in which the next state of the chain is chosen among a set of candidates, according to certain weights. The Particle ...
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ژورنال
عنوان ژورنال: Computational Statistics
سال: 2019
ISSN: 0943-4062,1613-9658
DOI: 10.1007/s00180-019-00878-y