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Robert, Christian P.; Elvira, Víctor; Tawn, Nick; Wu, Changye

Accelerating MCMC algorithms. (English) Zbl 07910825

Wiley Interdiscip. Rev., WIREs Comput. Stat. 10, No. 5, Article ID e1435, 14 p. (2018).

Cited in 16 Documents

MSC:

62-08 Computational methods for problems pertaining to statistics

Keywords:

Bayesian analysis; computational statistics; convergence of algorithms; efficiency of algorithms; Hamiltonian Monte Carlo; Monte Carlo methods; Rao-Blackwellisation; simulation; tempering

Software:

Stan
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References:

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