Weak convergence and optimal scaling of random walk Metropolis algorithms

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Bibliographic Details
Published inThe Annals of applied probability
Format Journal Article
LanguageEnglish
Published 01.02.1997
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ISSN2168-8737
1050-5164
DOI10.1214/aoap/1034625254

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ISSN:2168-8737
1050-5164
DOI:10.1214/aoap/1034625254