Adaptive proposal distribution for random walk Metropolis algorithm.

Heikki Haario Eero Saksman Johanna Tamminen

Published in: Comput. Stat. (1999)

Keyphrases

random walk
matching algorithm
k means
multi db
markov chain
transition probability matrix
computational complexity
learning algorithm
monte carlo
energy function
distance function
simulated annealing
dynamic programming
machine learning
model selection
em algorithm
bayesian framework