The Multiple-Try Method and Local Optimization in Metropolis Sampling

The Multiple-Try Method and Local Optimization in Metropolis Sampling

Journal of the American Statistical Association

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Bibliographic Details
Main Authors: Liu, J.S., Liang, F., Wong, W.H.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Adaptive direction sampling
Conjugate gradient
Damped sinusoidal
Gibbs sampling
Griddy Gibbs sampler
Hit-and-run algorithm
Markov chain Monte Carlo
Metropolis algorithm
Mixture model
Orientational bias Monte Carlo
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105425
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Institution: National University of Singapore
Description
Summary:Journal of the American Statistical Association

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