Markov chain Monte Carlo algorithm comparisons
Various Markov chain Monte Carlo algorithms are available for sampling from a posterior distribution. The random walk Metropolis algorithm is a simple scheme which is frequently used in Bayesian statistical problem. The guided walk algorithm attempts to suppress the random walk behavior in the r...
Main Author: | |
---|---|
Language: | English |
Published: |
2009
|
Online Access: | http://hdl.handle.net/2429/11604 |