The Multiple-Try Method and Local Optimization in Metropolis Sampling

• 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
• Institution: National University of Singapore

Journal of the American Statistical Association