A general purpose sampling algorithm for continuous distributions (the t-walk)
Work
Year: 2010
Type: article
Abstract: We develop a new general purpose MCMC sampler for arbitrary continuous distributions that requires no tuning. We call this MCMC the t-walk. The t-walk maintains two independent points in the sample sp... more
Source: Bayesian Analysis
Authors J. Andrés Christen, Colin Fox
Institutions Mathematics Research Center, University of Otago
Cites: 27
Cited by: 32
Related to: 10
FWCI: 1.289
Citation percentile (by year/subfield): 84.6
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: diamond