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: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
2009
|
| Online Access: | http://hdl.handle.net/2429/11604 |