Markov chain Monte Carlo methods: an introductory example

Klauenberg K., Elster C.
Keywords:

MCMC, Metropolis–Hastings, Monte Carlo, Bayesian statistics, high-dimensional integration, proposal distribution, convergence diagnostics

Document type Article
Journal title / Source Metrologia
Peer-reviewed article 1
Volume 53
Issue 1
Page numbers / Article number 32-39
Publisher's name BIPM
Publisher's address (city only) Sèvres
Publication date 2016-1-13
ISSN -
DOI 10.1088/0026-1394/53/1/S32
Web URL -
Language English

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Information

Name of Call / Funding Programme
EMRP A169: Call 2011 Metrology for New Technologies