Hit and Run ARMS: Adaptive Rejection Metropolis Sampling with Hit and Run Random Direction

Huaiye Zhang, Yuefeng Wu, Lulu Cheng, Inyoung Kim

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Statistical Computation and Simulation
Volume	86
DOIs	https://doi.org/10.1080/00949655.2015.1046074
State	Published - Mar 23 2016

Disciplines

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title = "Hit and Run ARMS: Adaptive Rejection Metropolis Sampling with Hit and Run Random Direction",

author = "Huaiye Zhang and Yuefeng Wu and Lulu Cheng and Inyoung Kim",

year = "2016",

month = mar,

day = "23",

doi = "10.1080/00949655.2015.1046074",

language = "American English",

volume = "86",

journal = "Journal of Statistical Computation and Simulation",

}

TY - JOUR

T1 - Hit and Run ARMS: Adaptive Rejection Metropolis Sampling with Hit and Run Random Direction

AU - Zhang, Huaiye

AU - Wu, Yuefeng

AU - Cheng, Lulu

AU - Kim, Inyoung

PY - 2016/3/23

Y1 - 2016/3/23

UR - https://arxiv.org/pdf/1503.02222

U2 - 10.1080/00949655.2015.1046074

DO - 10.1080/00949655.2015.1046074

M3 - Article

VL - 86

JO - Journal of Statistical Computation and Simulation

JF - Journal of Statistical Computation and Simulation

ER -