106 citations · 184 across the 2 of their papers we have counts for
2 papers
stat.ME2010★ 106 cited
The Random Walk Metropolis: Linking Theory and Practice Through a Case Study
Chris Sherlock, Paul Fearnhead, Gareth O. Roberts
The random walk Metropolis (RWM) is one of the most common Markov chain Monte Carlo algorithms in practical use today. Its theoretical properties have been extensively explored for…
stat.CO2009★ 78 cited
Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
Chris Sherlock, Gareth Roberts
Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementation. Criteria for scaling based on empirical acceptance rates of algorithms have…