We consider the problem of optimal scaling of the proposal variance for multidimensional Random walk Metropolis (RWM) algorithms. It is well known, for a wide range of continuous target densities, that the optimal scaling of the proposal variance leads to an average acceptance rate of 0.234. Therefore a natural question is, do similar results for target densities which have discontinuities? In the current work, we answer in the affirmative for a class of spherically constrained target densities. Even though the acceptance probability is more complicated than for continuous target densities, the optimal scaling of the proposal variance again leads to an average acceptance rate of 0.234
For sufficiently smooth targets of product form it is known that the variance of a single coordinate...
The asymptotic optimal scaling of random walk Metropolis (RWM) algorithms with Gaussian proposal dis...
Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementat...
We consider the problem of optimal scaling of the proposal variance for multidimensional Random walk...
We consider the problem of optimal scaling of the proposal variance for multidimensional random walk...
We consider the problem of optimal scaling of the proposal variance for multidimensional random walk...
We consider the optimal scaling problem for high-dimensional random walk Metropolis (RWM) algorithms...
We consider the optimal scaling problem for high-dimensional Random walk Metropolis (RWM) algorithms...
We consider the optimal scaling problem for high-dimensional Random walk Metropolis (RWM) algorithms...
We consider the optimal scaling problem for high-dimensional Random walk Metropolis (RWM) algorithms...
Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementat...
One main limitation of the existing optimal scaling results for Metropolis–Hastings algorithms is th...
Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementat...
This paper considers the problem of scaling the proposal distribution of a multidimensional random w...
For sufficiently smooth targets of product form it is known that the variance of a single coordinate...
For sufficiently smooth targets of product form it is known that the variance of a single coordinate...
The asymptotic optimal scaling of random walk Metropolis (RWM) algorithms with Gaussian proposal dis...
Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementat...
We consider the problem of optimal scaling of the proposal variance for multidimensional Random walk...
We consider the problem of optimal scaling of the proposal variance for multidimensional random walk...
We consider the problem of optimal scaling of the proposal variance for multidimensional random walk...
We consider the optimal scaling problem for high-dimensional random walk Metropolis (RWM) algorithms...
We consider the optimal scaling problem for high-dimensional Random walk Metropolis (RWM) algorithms...
We consider the optimal scaling problem for high-dimensional Random walk Metropolis (RWM) algorithms...
We consider the optimal scaling problem for high-dimensional Random walk Metropolis (RWM) algorithms...
Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementat...
One main limitation of the existing optimal scaling results for Metropolis–Hastings algorithms is th...
Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementat...
This paper considers the problem of scaling the proposal distribution of a multidimensional random w...
For sufficiently smooth targets of product form it is known that the variance of a single coordinate...
For sufficiently smooth targets of product form it is known that the variance of a single coordinate...
The asymptotic optimal scaling of random walk Metropolis (RWM) algorithms with Gaussian proposal dis...
Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementat...