Markov chain Monte Carlo methods: an introductory example
Klauenberg K., Elster C.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 |