most citedAdaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

stat.CO2008★ 1 cited

Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals

P. Giordani, R. Kohn

We construct an adaptive independent Metropolis-Hastings sampler that uses a mixture of normals as a proposal distribution. To take full advantage of the potential of adaptive samp…