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stat.ME2014
On Single Variable Transformation Approach to Markov Chain Monte Carlo
Kushal K. Dey, Sourabh Bhattacharya
Random Walk Metropolis Hastings (RWMH) algorithm, is quite inefficient in high dimensions because of its abysmally slow acceptance rate. The slow acceptance rate results from the f…
stat.ME2013
A Brief Tutorial on Transformation Based Markov Chain Monte Carlo and Optimal Scaling of the Additive Transformation
Kushal Kumar Dey, Sourabh Bhattacharya
We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Dutta and Bhattacharya (2014)), a methodology that is designed to update all the paramete…