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20172019
most citedA Short Survey on Bounding the Union Probability using Partial Information

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stat.CO2019

Optimal Scaling of Random-Walk Metropolis Algorithms on General Target Distributions

Jun Yang, Gareth O. Roberts, Jeffrey S. Rosenthal

One main limitation of the existing optimal scaling results for Metropolis--Hastings algorithms is that the assumptions on the target distribution are unrealistic. In this paper, w…