A Brief Review of Optimal Scaling of the Main MCMC Approaches and Optimal Scaling of Additive TMCMC Under Non-Regular Cases

Kushal Kr Dey, Sourabh Bhattacharya

Very recently, Transformation based Markov Chain Monte Carlo (TMCMC) was proposed by Dutta and Bhattcharya (2013) as a much efficient alternative to the Metropolis-Hastings algorit…